robbins_subGaussian_cs | R Documentation |
Robbins' sub-Gaussian confidence sequence
robbins_subGaussian_cs(x, alpha, t_opt, sigma2)
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). |
A list with two elements, 'l' and 'u', which are vectors of lower and upper confidence bounds, respectively.
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