Description Usage Arguments Details Value
Derives the optimal lambda and c-value for a given configuration.
1 | optimalLambdaC(alpha = 0.05, n, p, k = 1, var.known = TRUE, eps = 0.1)
|
alpha |
The desired confidence coefficient. |
n |
The number of replications per population. |
p |
The number of populations considered. This must be present if min.loc is equal to 'zero'. |
k |
The number of populations selected. |
var.known |
A logical flag indicating if the variance of the observations is known exactly. It is TRUE by default. |
eps |
The grid size that is to be set up. |
This function will return the optimal lambda and c-value to be used, using a grid search.
There are essentially 2 different cases to consider. They correspond to the cases when the variance is known or unknown.
The function returns a list with two components, lambda and c.val that are optimal.
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