optimalLambdaC: Derive the optimal lambda and c value

In popKorn: For interval estimation of mean of selected populations

Description

Derives the optimal lambda and c-value for a given configuration.

Usage

optimalLambdaC(alpha = 0.05, n, p, k = 1, var.known = TRUE, eps = 0.1)

Arguments

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.

Details

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.

Value

The function returns a list with two components, lambda and c.val that are optimal.

popKorn documentation built on May 2, 2019, 8:31 a.m.