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

Description Usage Arguments Value

View source: R/cross_prob.R

Description

Constant threshold for well-seperated case.

Usage

1
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.