compute_baseline_for_sample_size: Compute baseline parameters given target variance process...

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

Compute baseline parameters given target variance process bounds.

Description

Given target variance process bounds for confidence sequences, compute baseline parameters.

Usage

compute_baseline_for_sample_size(
  alpha,
  v_upper,
  v_lower,
  psi_fn_list = generate_sub_G_fn(),
  skip_g_alpha = TRUE,
  v_min = 1,
  k_max = 200,
  tol = 1e-10
)

Arguments

alpha	ARL parameter in (0,1)
v_upper	Upper bound of the target variance process bound
v_lower	Lower bound of the target variance process bound.
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.
skip_g_alpha	If true, we do not compute g_alpha and use log(1/alpha) instead.
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.