cross_prob_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_search is used to grid-search the constant threshold for the sequential GLR-like test with the well-separated alternative space case.

Usage

cross_prob_search(g, d, nmin = 1L, m_upper = 1000L)

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

Value

Grid-search result of the upper bound on the boundary crossing probability based on Theorem 1.

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