findModifiedAlpha {bdots}

Find modified alpha

Description

find modified alpha

Usage

findModifiedAlpha(
  rho,
  n,
  df,
  alpha = 0.05,
  errorAcc = 0.001,
  gradDiff = ifelse(cores > 3, 0.5, 0.1),
  cores = 0,
  verbose = FALSE,
  method = "t"
)

Arguments

rho

correlation coefficient

n

number of observations

df

degrees of freedom if method == "t"

alpha

starting alpha from which to adjust

errorAcc

acceptable error for alphastar

gradDiff

gradient steps in algorithm

cores

number of cores. Default is zero, or half of what's available

verbose

will probably remove this

method

either "t" or "norm"