findA {PoolBal}

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, ...)

Arguments

w

UMP parameter between 0 and 1

logd

numeric value, the log KL divergence

...

additional arguments to uniroot

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.

Value

A real value.

Author(s)

Chris Salahub

Examples

findA(0.5, logd = 0)