convertDeltaToExpParams {stcpR6} | R Documentation |
For each exponential baseline family, convert delta range into corresponding lambdas and weights.
convertDeltaToExpParams(
family,
alternative,
threshold,
m_pre,
delta_lower,
delta_upper,
k_max
)
family |
Distribution of underlying univariate observations.
|
alternative |
Alternative / post-change mean space
|
threshold |
Stopping threshold. We recommend to use log(1/alpha) for "ST" and "SR" methods where alpha is a testing level or 1/ARL. for "CU" and "GRLCU", we recommend to tune the threshold by using domain-specific sampler to hit the target ARL. |
m_pre |
The boundary of mean parameter in null / pre-change space |
delta_lower |
Minimum gap between null / pre-change space and alternative / post-change one. It must be strictly positive for ST, SR and CU. Currently, GLRCU does not support the minimum gap, and this param will be ignored. |
delta_upper |
Maximum gap between null / pre-change space and alternative / post-change one. It must be strictly positive for ST, SR and CU. Currently, GLRCU does not support the maximum gap, and this param will be ignored. |
k_max |
Positive integer to determine the maximum number of baselines. For GLRCU method, it is used as the lookup window size for GLRCU statistics. |
A list of weights and lambdas