PdofCSt.T1or2 {PCS}

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.

Author(s)

Jason Wilson <[e-mail]>

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