MC_ocd {ocd}

Compute Monte Carlo thresholds for the OCD method

Description

Compute Monte Carlo thresholds for the OCD method

Usage

MC_ocd(dim, patience, beta, sparsity, MC_reps)

Arguments

dim

Data dimension

patience

Nominal patience of the procedure

beta

Lower bound on l_2 norm of change

sparsity

Sparsity parameter for the OCD method

MC_reps

Number of Monte Carlo repetitions to use

Value

A numeric vector of computed thresholds.