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PCS (version 1.3)

PdofCSt.T1or2: Exact PCS, When Selecting t=1 or t=2 or More Populations

Description

PdofCSt.T1or2 calls PofCSt to implement the d-best PCS formula for the case of t=1 or t=2 populations. It is called by PdofCSt.cyc2, which implements the d-best PCS formula for general t populations. PofCSGt calls PofCSt to implement the G-best formula for general t. These functions are modular and implement the time reduction techniques of Cui and Wilson (2007).

Usage

PdofCSt.T1or2(theta, T, d, m = 20, tol = 1e-08)
PdofCSt.cyc2(theta, T, d, m = 20, tol = 1e-08)
PofCSGt(theta, T, Gd, m = 20, tol = 1e-08)

Arguments

theta

Vector of statistics (or parameters) from which it is desired to select the top t of them

T

The number of statistics (or parameters) desired to be selected

d

The d-best selection parameter (scalar)

Gd

The G-best selection parameter (scalar)

m

Number of nodes employed in the Gauss-Hermite quadrature

tol

Tolerance parameter to set the cut-off level for the inclusion of additional probability components in PCS

Value

The probability of correct selection.

References

Cui, X. and Wilson, J. 2007. On How to Calculate the Probability of Correct Selection for Large k Populations. University of California, Riverside Statistics Department Technical Report 297. https://docs.google.com/a/biola.edu/viewer?a=v&pid=sites&srcid=YmlvbGEuZWR1fGphc29ud2lsc29ufGd4OjJmYTY2YTJjY2EwYjg2ZmY

See Also

PofCSt, PdofCSt.T1or2, PdofCSt.cyc2, PofCSGt