minD {cbl}

CPSS upper bound

Description

Compute the min-D factor of Shah & Samworth's Eq. 8 (2013). Code taken verbatim from Rajen Shah's personal website: http://www.statslab.cam.ac.uk/~rds37/papers/r_concave_tail.R.

Usage

minD(theta, B, r = c(-1/2, -1/4))

Arguments

theta

Low rate threshold.

B

Number of complementary pairs for stability selection.

r

Of r-concavity fame.