| r.TailProbs {cbl} | R Documentation |
CPSS utility functions
Description
Compute the tail probability of an r-concave random variable. Code taken verbatim from Rajen Shah's personal website: http://www.statslab.cam.ac.uk/~rds37/papers/r_concave_tail.R.
Usage
r.TailProbs(eta, B, r)
Arguments
eta |
Upper bound on the expectation of the r-concave random variable. |
B |
Number of complementary pairs for stability selection. |
r |
Of r-concavity fame. |
[Package cbl version 0.1.3 Index]