compute_baseline: Compute baseline processes.

In stcpR6: Sequential Test and Change-Point Detection Algorithms Based on E-Values / E-Detectors

Compute baseline processes.

Description

Compute parameters to build baseline processes.

Usage

compute_baseline(
  alpha,
  delta_lower,
  delta_upper,
  psi_fn_list = generate_sub_G_fn(),
  v_min = 1,
  k_max = 200,
  tol = 1e-10
)

Arguments

alpha	ARL parameter in (0,1)
delta_lower	Lower bound of target Delta. It must be positive and smaller than or equal to delta_upper.
delta_upper	Upper bound of target Delta. It must be positive and larger than or equal to delta_lower.
psi_fn_list	A list of R functions that computes psi and psi_star functions. Can be generated by generate_sub_G_fn() or counterparts for sub_B and sub_E.
v_min	A lower bound of v function in the baseline process. Default is 1.
k_max	Positive integer to determine the maximum number of baselines. Default is 200.
tol	Tolerance of root-finding, positive numeric. Default is 1e-10.

Value

A list of 1. Parameters of baseline processes, 2. Mixing weights, 3. Auxiliary values for computation.

stcpR6 documentation built on Oct. 8, 2024, 9:07 a.m.