c_alpha2: Approximated quantiles

In LPBkg: Detecting New Signals under Background Mismodelling

Description

Approximates the quantiles of the supremum of the comparison density estimator using tube formulae and assuming that $H_0$ is true.

Usage

c_alpha2(M, IDs, alpha = 0.05, c_interval = c(1, 10))

Arguments

M	The size of the polynomial basis used to estimate the comparison density.
IDs	The IDs of the polynomial terms to be used out of the M considered.
alpha	Desired significance level.
c_interval	Lower and upper bounds for the quantile being computed.

Value

Approximated quantile of order 1-alpha of the supremum of the comparison density estimator.

Author(s)

Sara Algeri

References

S. Algeri, 2019. Detecting new signals under background mismodelling <arXiv:1906.06615>.

L.A. Wasserman, 2005. All of Nonparametric Statistics. Springer Texts in Statistics.

See Also

dhatL2.

Examples

c_alpha2(5, c(2,4), alpha = 0.05, c_interval = c(1, 10))

LPBkg documentation built on Oct. 5, 2019, 1:05 a.m.