Internal function that discretizes grid and solves matrix equation involving transition matrix for Markov Chain methodology
bernoulli_cdf_MC(n_grid, R, r, h, exact = TRUE)
Number of state spaces used to discretize the outcome space (when method = "MC"
)
or number of grid points used for trapezoidal integration (when method = "SPRT"
).
Increasing this number improves accuracy, but can also significantly increase computation time.
Transition probability matrix obtained from calc_MC_trans_matrix
Control limit for the Bernoulli CUSUM