optimalLambdaC: Derive the optimal lambda and c value
Description
Derives the optimal lambda and c-value for a given configuration.
Usage
optimalLambdaC(alpha = 0.05, n, p, k = 1, var.known = TRUE, eps = 0.1)
Arguments
alpha
The desired confidence coefficient.
n
The number of replications per population.
p
The number of populations considered. This must be present if
min.loc is equal to 'zero'.
k
The number of populations selected.
var.known
A logical flag indicating if the variance of the
observations is known exactly. It is TRUE by default.
eps
The grid size that is to be set up.
Value
The function returns a list with two components, lambda and c.val
that are optimal.
Details
This function will return the optimal lambda and c-value to be used,
using a grid search.There are essentially 2 different cases to consider. They correspond to the
cases when the variance is known or unknown.