approx_solver: find_percentile

In convoyinc/abayes: Bayesian A/B Testing

Description

Determine the standard deviation of a distribution that will provide the desired amount of support at a certain bound.

Usage

approx_solver(mu, bound, desired_support, cdf_fun, lower_sigma, upper_sigma,
  lower.tail = TRUE, tolerance = 0.01)

Arguments

mu	The expected value of x (see details)
bound	The desired maximum of the distribution
desired_support	The amount of probability mass to be more extreme than bound
cdf_fun	A CDF
lower_sigma	A guess of the lower bound on the standard deviation
upper_sigma	A guess of the upper bound on the standard deviation
lower.tail	A logical that indicates whether to find the area of the upper or lower tail. Default is TRUE.
tolerance	Return NULL, if we cannot find a value that gives support within tolerance of desired_support

Value

The optimal standard deviation

convoyinc/abayes documentation built on May 12, 2019, 1:34 a.m.