TV1.oracle.highprob: High-probability Bound on Oracle TV(d')
In sdzhao/cole: COmpound Loss Emporium
TV1.oracle.highprob R Documentation
High-probability Bound on Oracle TV(d')
Description
A high-probability upper bound for the total variation of the derivative of
the oracle decision rule, d*. This is calculated by first bounding TV(d*')
using the range of unobserved means, then estimating the range by expanding
the range of the observations.
Usage
TV1.oracle.highprob(x, s)
Arguments
x
Gaussian sequence
s
standard deviation
Value
an upper bound on oracle TV(d')
Examples
theta = rnorm(250)
TV1.oracle.highprob(theta, 1)
sdzhao/cole documentation built on May 2, 2022, 9:42 a.m.
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| TV1.oracle.highprob | R Documentation |
High-probability Bound on Oracle TV(d')
Description
A high-probability upper bound for the total variation of the derivative of the oracle decision rule, d*. This is calculated by first bounding TV(d*') using the range of unobserved means, then estimating the range by expanding the range of the observations.
Usage
TV1.oracle.highprob(x, s)
Arguments
x |
Gaussian sequence |
s |
standard deviation |
Value
an upper bound on oracle TV(d')
Examples
theta = rnorm(250) TV1.oracle.highprob(theta, 1)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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