tightness: Tightness function

In RESTK: An Implementation of the RESTK Algorithm

Tightness function

Description

tightness function used to minimized the tightness as a function of the value of k

Usage

tightness(samp = NULL, prob = NULL, quant = NULL, k = NULL)

Arguments

samp	Sample of data to model
prob	Probability of interest
quant	Quantile of interest
k	value of k to check tightness

Value

Returns the squared difference between the tightness and 1

Examples

samp <- rnorm(1e3, mean = 100, sd = 10)
prob <- c(1-1e-2)
k <- 1:100
quant <- qnorm(p = prob, mean = 100, sd = 10)
tightness(samp = samp, prob = prob, quant = quant, k = k)

RESTK documentation built on Aug. 23, 2023, 1:08 a.m.