LPBkg (version 1.2)

c_alpha2: Approximated quantiles

Description

Approximates the quantiles of the supremum of the comparison density estimator using tube formulae and assuming that $H_0$ is true.

Usage

c_alpha2(M, IDs, alpha = 0.05, c_interval = c(1, 10))

Arguments

M

The size of the polynomial basis used to estimate the comparison density.

IDs

The IDs of the polynomial terms to be used out of the M considered.

alpha

Desired significance level.

c_interval

Lower and upper bounds for the quantile being computed.

Value

Approximated quantile of order 1-alpha of the supremum of the comparison density estimator.

References

S. Algeri, 2019. Detecting new signals under background mismodelling <arXiv:1906.06615>.

L.A. Wasserman, 2005. All of Nonparametric Statistics. Springer Texts in Statistics.

See Also

dhatL2.

Examples

# NOT RUN {
c_alpha2(5, c(2,4), alpha = 0.05, c_interval = c(1, 10))
# }