StudyMinimax: Compute the minimax value of lambda within a range

In JulesEllis/jjjsimulations: Simulations and computations for conditionalized tests

Description

Compute the minimax value of lambda within a range. The grid is defined in the arguments.

Usage

StudyMiniMax(npi,minpi,maxpi,ndelta,maxdelta,nepsilon,maxepsilon,nlambda,minlambda)

Arguments

npi	number of pi0-values to be studied

# minpi = 0.5 #minimum value of pi0 (this value is included in the studied interval) # maxpi = 1.0 #maximum value of pi0 (this value is NOT included in the studied interval) # ndelta = 100 #number of delta-values to be studied # maxdelta = 10 #maximum value of delta (this value is included in the studied interval) # nepsilon = 100 #number of epsilon-values to be studied # maxepsilon = 10 #maximum value of epsilon (this value is included in the studied interval) # nlambda = 500 #number of lambda-values to be studied # minlambda = 0.5 #minimum value of lambda (this value is included in the studied interval)

minpi	Minimum value of pi0 (this value is included in the studied interval)
maxpi	Maximum value of pi0 (this value is NOT included in the studied interval)
ndelta	Number of delta-values to be studied
maxdelta	Maximum value of delta (this value is included in the studied interval)
nepsilon	Number of epsilon-values to be studied
maxepsilon	Maximum value of epsilon (this value is included in the studied interval)
nlambda	Number of lambda-values to be studied
minlambda	Minimum value of lambda (this value is included in the studied interval)

Value

The minimax solution of lambda, the minimax risk, pi with minimax risk, delta with minimax risk, epsilon with minimax risk

Examples

StudyMiniMax(10, 0.5, 1.0, 10, 10, 10, 10, 50, 0.5)

JulesEllis/jjjsimulations documentation built on May 8, 2019, 12:58 a.m.