std_conjmix_margin: Conjugate mixture standard (unit-variance) margin

In WannabeSmith/sequential.causal: Confidence sequences for the average treatment effect

Conjugate mixture standard (unit-variance) margin

Description

Conjugate mixture standard (unit-variance) margin

Usage

std_conjmix_margin(t, rho2, alpha = 0.05)

Arguments

t	The times at which to product the margin (a positive integer vector).
rho2	The tuning parameter (a positive real).
alpha	The significance level (a (0, 1)-valued real).

Value

The standard conjugate mixture margins (a real vector).

Examples

t <- 10:10000
rho2 <- 0.1
margin <- std_conjmix_margin(t, rho2)

ggplot2::ggplot() + ggplot2::geom_line(ggplot2::aes(t, margin))

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