cross_prob_cs: Upper bound on the boundary crossing probability for...
In shinjaehyeok/SGLRT_paper: Sequential Generalized Likelihood Ratio Test for sub-psi Family Distributions

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

1	cross_prob_cs(g, nmax, nmin = 1L, eta = 1.1)

`g`	Constant threshold (positive numeric).
`nmax`	Upper bound of the target time interval
`nmin`	Lower bound of the target time interval (default = 1L)
`eta`	Peeling size (default = 1.1).

The upper bound on the boundary crossing probability for confidence sequences and corresponding K value.

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

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