cross_prob_cs_search: Grid-searching the upper bound on the boundary crossing...

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

Description

cross_prob_cs_search is used to grid-search the constant threshold for the GLR-like confidence sequences with finite target time interval.

Usage

cross_prob_cs_search(g, nmax, nmin = 1L, m_upper = 1000L)

Arguments

g	Constant threshold (positive numeric).
nmax	Upper bound of the target time interval.
nmin	Lower bound of the target time interval. (default = 1L)
m_upper	Upper bound on the grid for searching m value. (default = 1e+3L)

Value

Grid-search result of the upper bound on the boundary crossing probability for confidence sequences.

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