get.quantile.gupta.selection: Generate the quantile used for the selection procedure in...

In argminCS: Argmin Inference over a Discrete Candidate Set

Generate the quantile used for the selection procedure in \insertCitegupta.1965argminCS.

Description

Generate the quantile used for the selection procedure in \insertCitegupta.1965argminCS by Monte Carlo estimation.

Usage

get.quantile.gupta.selection(p, alpha = 0.05, N = 1e+05)

Arguments

p	The number of dimensions in your data matrix.
alpha	The level of the upper quantile; defaults to 0.05 (95% percentile).
N	The number of Monte Carlo repetitions; defaults to 100000.

Value

A list containing:

critica.val	The 1 - alpha upper quantile.

Note

The quantile is pre-calculated for some common configurations of (p, alpha)

References

\insertRef

gupta.1965argminCS

\insertRef

futschik.1995argminCS

Examples

get.quantile.gupta.selection(p=10)

get.quantile.gupta.selection(p=100)

argminCS documentation built on Aug. 8, 2025, 7:51 p.m.