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Added docstring.
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MaxBlesch committed May 22, 2021
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6 changes: 5 additions & 1 deletion robupy/get_worst_case.py
Original file line number Diff line number Diff line change
Expand Up @@ -37,7 +37,11 @@ def calculate_p(v, q, lambda_):

@numba.jit(nopython=True)
def get_worst_case_probs(v, q, beta, is_cost=True):
"""This function returns the worst distribution."""
"""This function returns the worst distribution. Nilim and Gahoui (2005) provide
the algortihm implemented here. However their objective is to minimize costs.
Therefore their algorithm determines the probability maximizing the costs. The
is_cost keyword is therefore specified by default true. If you submit utility (
positive for reward, negatice for costs) this keyword has to be set false."""
checks_get_worst_in(v, q, beta)

# We want to handle two cases explicitly. First we deal with the case that there
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