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Compute the upper bound of the differencing risk, following the proposition 7 of the paper.

Source: R/risk_metrics.R
assess_risk_diff.Rd

Compute the upper bound of the differencing risk, following the proposition 7 of the paper.

Usage

assess_risk_diff(sigma_eps, beta)

Arguments

sigma_eps

double

beta

double

Value

double vector

Examples

assess_risk_diff(sigma_eps = 0.1, beta = 0.2)
#> [1] 0.9544997