cross_prob_lorden: Upper bound on the boundary crossing probability by using...
In shinjaehyeok/SGLRT_paper: Sequential Generalized Likelihood Ratio Test for sub-psi Family Distributions
Description
Usage
Arguments
Value
Description
cross_prob_lorden is used to compute the constant threshold for the sequential GLR test with the well-separated alternative space based on Lorden's formula.
Usage
1
cross_prob_lorden(g, d)
Arguments
g
Constant threshold (positive numeric).
d
Bregman divergence between the null and alternative spaces (positive numeric).
Value
The upper bound on the boundary crossing probability based on Lorden's formula
shinjaehyeok/SGLRT_paper documentation built on Oct. 25, 2020, 8:11 a.m.
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Description Usage Arguments Value
Description
cross_prob_lorden is used to compute the constant threshold for the sequential GLR test with the well-separated alternative space based on Lorden's formula.
Usage
1 | cross_prob_lorden(g, d)
|
Arguments
g |
Constant threshold (positive numeric). |
d |
Bregman divergence between the null and alternative spaces (positive numeric). |
Value
The upper bound on the boundary crossing probability based on Lorden's formula
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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