robbins_subGaussian_cs: Robbins' sub-Gaussian confidence sequence

View source: R/misc.R

robbins_subGaussian_csR Documentation

Robbins' sub-Gaussian confidence sequence

Description

Robbins' sub-Gaussian confidence sequence

Usage

robbins_subGaussian_cs(x, alpha, t_opt, sigma2)

Arguments

x

A vector of data (a real vector).

alpha

The desired type-I error level (a real in (0, 1)).

t_opt

The time to optimize the CS for (a positive integer).

sigma2

The sub-Gaussian parameter (a real greater than 0).

Value

A list with two elements, 'l' and 'u', which are vectors of lower and upper confidence bounds, respectively.


WannabeSmith/sequential.causal documentation built on Sept. 12, 2023, 3:10 p.m.