MC_XS {ocd}

Compute Monte Carlo thresholds for the XS method

Description

Compute Monte Carlo thresholds for the XS method

Usage

MC_XS(dim, patience, p0, w, MC_reps)

Arguments

dim

Data dimension

patience

Nominal patience of the procedure

p0

Assumed fraction of nonzero coordinates of change.

w

Window size

MC_reps

number of Monte Carlo repetitions to use

Value

A numeric vector of computed thresholds.