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PoolBal (version 0.1-0)

findA: Estimate parameter for a given beta KL divergence and UMP test

Description

Computes the first parameter value for a given KL divergence and UMP test.

Usage

findA(w, logd = 0, ...)

Value

A real value.

Arguments

w

UMP parameter between 0 and 1

logd

numeric value, the log KL divergence

...

additional arguments to uniroot

Author

Chris Salahub

Details

This function uses uniroot to invert the beta divergence for a given w and return the a value which gives that beta divergence given the UMP parameter w. The search interval is specified internally, so should not be passed in using additional argument.

Examples

Run this code
findA(0.5, logd = 0)

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