cross_prob: Upper bound on the boundary crossing probability for the...

In shinjaehyeok/SGLRT_paper: Sequential Generalized Likelihood Ratio Test for sub-psi Family Distributions

Description

cross_prob is used to compute the constant threshold for the sequential GLR-like test with the well-separated alternative space case.

Usage

cross_prob(g, d, nmin = 1L, eta = 1.1)

Arguments

g	Constant threshold (positive numeric).
d	Bregman divergence between the null and alternative spaces (positive numeric).
nmin	Minimum sample size of the test (default = 1L).
eta	Peeling size (default = 1.1).

Value

The upper bound on the boundary crossing probability based on Theorem 1 and corresponding K value.

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