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The AWS Java SDK for Amazon Forecast module holds the client classes that are used for communicating with Amazon Forecast Service

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/*
 * Copyright 2019-2024 Amazon.com, Inc. or its affiliates. All Rights Reserved.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"). You may not use this file except in compliance with
 * the License. A copy of the License is located at
 * 
 * http://aws.amazon.com/apache2.0
 * 
 * or in the "license" file accompanying this file. This file is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR
 * CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions
 * and limitations under the License.
 */
package com.amazonaws.services.forecast.model;

import java.io.Serializable;
import javax.annotation.Generated;
import com.amazonaws.protocol.StructuredPojo;
import com.amazonaws.protocol.ProtocolMarshaller;

/**
 * 

* The weighted loss value for a quantile. This object is part of the Metrics object. *

* * @see AWS API * Documentation */ @Generated("com.amazonaws:aws-java-sdk-code-generator") public class WeightedQuantileLoss implements Serializable, Cloneable, StructuredPojo { /** *

* The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, if the * distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, and 0.8. *

*/ private Double quantile; /** *

* The difference between the predicted value and the actual value over the quantile, weighted (normalized) by * dividing by the sum over all quantiles. *

*/ private Double lossValue; /** *

* The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, if the * distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, and 0.8. *

* * @param quantile * The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, * if the distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, * and 0.8. */ public void setQuantile(Double quantile) { this.quantile = quantile; } /** *

* The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, if the * distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, and 0.8. *

* * @return The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, * if the distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, * 0.6, and 0.8. */ public Double getQuantile() { return this.quantile; } /** *

* The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, if the * distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, and 0.8. *

* * @param quantile * The quantile. Quantiles divide a probability distribution into regions of equal probability. For example, * if the distribution was divided into 5 regions of equal probability, the quantiles would be 0.2, 0.4, 0.6, * and 0.8. * @return Returns a reference to this object so that method calls can be chained together. */ public WeightedQuantileLoss withQuantile(Double quantile) { setQuantile(quantile); return this; } /** *

* The difference between the predicted value and the actual value over the quantile, weighted (normalized) by * dividing by the sum over all quantiles. *

* * @param lossValue * The difference between the predicted value and the actual value over the quantile, weighted (normalized) * by dividing by the sum over all quantiles. */ public void setLossValue(Double lossValue) { this.lossValue = lossValue; } /** *

* The difference between the predicted value and the actual value over the quantile, weighted (normalized) by * dividing by the sum over all quantiles. *

* * @return The difference between the predicted value and the actual value over the quantile, weighted (normalized) * by dividing by the sum over all quantiles. */ public Double getLossValue() { return this.lossValue; } /** *

* The difference between the predicted value and the actual value over the quantile, weighted (normalized) by * dividing by the sum over all quantiles. *

* * @param lossValue * The difference between the predicted value and the actual value over the quantile, weighted (normalized) * by dividing by the sum over all quantiles. * @return Returns a reference to this object so that method calls can be chained together. */ public WeightedQuantileLoss withLossValue(Double lossValue) { setLossValue(lossValue); return this; } /** * Returns a string representation of this object. This is useful for testing and debugging. Sensitive data will be * redacted from this string using a placeholder value. * * @return A string representation of this object. * * @see java.lang.Object#toString() */ @Override public String toString() { StringBuilder sb = new StringBuilder(); sb.append("{"); if (getQuantile() != null) sb.append("Quantile: ").append(getQuantile()).append(","); if (getLossValue() != null) sb.append("LossValue: ").append(getLossValue()); sb.append("}"); return sb.toString(); } @Override public boolean equals(Object obj) { if (this == obj) return true; if (obj == null) return false; if (obj instanceof WeightedQuantileLoss == false) return false; WeightedQuantileLoss other = (WeightedQuantileLoss) obj; if (other.getQuantile() == null ^ this.getQuantile() == null) return false; if (other.getQuantile() != null && other.getQuantile().equals(this.getQuantile()) == false) return false; if (other.getLossValue() == null ^ this.getLossValue() == null) return false; if (other.getLossValue() != null && other.getLossValue().equals(this.getLossValue()) == false) return false; return true; } @Override public int hashCode() { final int prime = 31; int hashCode = 1; hashCode = prime * hashCode + ((getQuantile() == null) ? 0 : getQuantile().hashCode()); hashCode = prime * hashCode + ((getLossValue() == null) ? 0 : getLossValue().hashCode()); return hashCode; } @Override public WeightedQuantileLoss clone() { try { return (WeightedQuantileLoss) super.clone(); } catch (CloneNotSupportedException e) { throw new IllegalStateException("Got a CloneNotSupportedException from Object.clone() " + "even though we're Cloneable!", e); } } @com.amazonaws.annotation.SdkInternalApi @Override public void marshall(ProtocolMarshaller protocolMarshaller) { com.amazonaws.services.forecast.model.transform.WeightedQuantileLossMarshaller.getInstance().marshall(this, protocolMarshaller); } }




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