const_boundary_cs: Constant boundary value given a boundary crossing probability...

Description Usage Arguments Value Examples

View source: R/confidence_seq.R

Description

const_boundary_cs is used to compute the constant threshold for the GLR-like confidence sequences with finite target time interval.

Usage

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const_boundary_cs(alpha, nmax = NULL, nmin = 1L, d = NULL, m_upper = 1000L)

Arguments

alpha

An upper bound on the boundary crossing probability (positive numeric in [1e-16,0.5]).

nmax

Upper bound of the target time interval. If both nmax and d are provided, nmax will be ignored. (default = NULL)

nmin

Lower bound of the target time interval. (default = 1L)

d

Bregman divergence between the null and alternative spaces. Either d or nmax must be specified (default = NULL).

m_upper

Upper bound on the grid-search for m (default = 1e+3L).

Value

Constant threshold for GLR-like confidence sequence with level alpha based on Theorem 7.

Examples

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const_boundary_cs(0.05, 1e+6)
const_boundary_cs(0.025, 1e+8, 1e+2, m_upper = 100L)

shinjaehyeok/SGLRT_paper documentation built on Oct. 25, 2020, 8:11 a.m.