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Add hyperbolic sinus method #300

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Add hyperbolic sinus method #300

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sylvainipp
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@sylvainipp sylvainipp commented Sep 17, 2024 •
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New features

  • Add a new distance function method, the hyperbolic sinus. It allows to cap the weight ratio with a one dimensionnal parametring, and with less computation issues than with the logit method.
  • It is described in Calmar 2 documentation (in french)

benjello
benjello approved these changes Oct 11, 2024
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Could you add a reference where we can find the mathematical formulas ? (I know the code was not very documented elsewhere).

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@sylvainipp : a test could also be useful.

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@sylvainipp @benjello @dusylvain