crit_theta_fun: Scan Statistics Threshold
In zhicongz/AnomDetct: Anomaly Detection via Scan Statistics

Description Usage Arguments Details Value Author(s) References See Also Examples

This function returns the threshold of scan statistics hypothesis test where the significance level is no larger than alpha.

1	crit_theta_fun(N, window_l, p, alpha)

`N`	number of Bernoulli trials.
`window_l`	scan statistics window length.
`p`	success probabiliy for each Bernoulli trial under null hypothesis.
`alpha`	hypothesis test significance level.

This function is using 1-dependent stationary sequences approximation for searching scan statistics threshold. It returns the threshold such that the p-value is no larger than alpha.

This function returns the threshold number.

Zhicong Zhao

Haiman,G.(2007), Estimating the distribution of one-dimensional discrete scan statistics viewed as extremes of 1-dependent stationary sequences. Journal of Statistical Planning and Inference, 137(2007), 821-828.

prob_fun for details of computing the q-values.