cross_prob_search2: Upper bound on the boundary crossing probability by using a...

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

Description

Constant threshold for well-seperated case.

Usage

cross_prob_search2(g, d, eta_upper = g/d, eta_grid_size = 0.05)

Arguments

g	Constant threshold (positive numeric).
d	Bregman divergence between the null and alternative spaces (positive numeric).
eta_upper	Upper bound on the grid-search for eta (default = g/d).
eta_grid_size	Grid size for the grid-search for eta (default = 0.05).

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.