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Normal mixture (CM) boundary

Source: R/utils.R
cm_boundary.Rd

Normal mixture (CM) boundary

Usage

cm_boundary(v, alpha, rho)

Arguments

v

Numeric vector >= 0. Intrinsic time values (V_t or t).

alpha

Numeric in (0,1). ONE-SIDED significance level.

rho

Numeric > 0. Tuning parameter. Obtain via rho_from_vopt().

Value

Numeric vector of boundary values (cumulative-sum scale, before /t).

See also

rho_from_vopt() to compute rho from a target v_opt.

Examples

  rho <- rho_from_vopt(v_opt = 10, alpha = 0.025)
  u   <- cm_boundary(v = 1:500, alpha = 0.025, rho = rho)