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# fastQuantile <- function (alpha, n, r=round(50/min(alpha, 1-alpha)), mType=c("norm-pen"), seed = 123, ...) {
# set.seed(seed)
# mType = match.arg(mType)
# if (mType == "norm-pen") {
# ms = numeric(r)
# for (i in 1:r) {
# cs = cumsum(rnorm(n))
# P = data.frame("x1"=1:n, "x2"=cs)
# Q = data.frame("x1"=-(n-1):0, "x2"=c(-cs[(n-1):1],0))
# Ri = MinkowskiSum(P, Q, 1)
# R = P[Ri[,1],] + Q[Ri[,2],]
# ms[i] = max(abs(R[,2])/sqrt(R[,1]) - sqrt(2 + 2*log(n/R[,1])))
# }
# }
#
# quantile(ms, alpha,...)
# }
fastQuantile <- function(alpha, n, r=round(50/min(alpha, 1-alpha)), mType=c("norm-pen","pois"), seed = 123, ...) {
ms = numeric(r)
set.seed(seed)
mType = match.arg(mType)
if (mType == "norm-pen") {
for (i in 1:r) {
ms[i] = .mStat(rnorm(n), 0)
}
} else if (mType == "pois") {
mu = 1
for (i in 1:r) {
ms[i] = .mStat(rpois(n,mu), 1)
}
} else {
stop("Unsupported 'mType!")
}
quantile(ms, alpha,...)
}
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