optimize_power_norm: Optimize the parameters of our test for multivariate normal...

In diff-priv-ht/nonpmRegPkg: Implementation of Functions for "Test of Tests"

Optimize the parameters of our test for multivariate normal data

Description

Function that finds the parameters, M and theta_0, of our test that yield the highest power for a given combination of n, the effect size, and epsilon

Usage

optimize_power_norm(
  effect_size,
  epsilon,
  n,
  alpha = 0.05,
  d = 1,
  n_zeros = 0,
  M_max = n
)

Arguments

effect_size	The quotient of the parameter of interest (mu) and the standard deviation of the noise (sigma).
epsilon	The privacy parameter.
n	The number of observations (number of rows in the database).
alpha	The significance level. Defaults to 0.05.
d	The number of dimensions (number of columns in the database). Defaults to 1.
n_zeros	The number of entries of the alternative distribution with mean zero. Defaults to 0.
M_max	The maximum M to search over. The optimizer will try all integers from 1 to M_max

Value

The output will be a list with the achievable power and the corresponding two parameter values

diff-priv-ht/nonpmRegPkg documentation built on Feb. 6, 2023, 5:22 p.m.