An estimate of the supremum, returned by sup_lb(). It is the largest
expected value found through a multi-start gradient-ascent over the null, and
the location that the local optimum was found. It yields a lower bound,
so sup_lb > 1 shows X is not an e-variable, but nothing here can prove
that it is one; use certify() for that.
print() gives the value found and where it was attained.
format() gives the value found on one line.
Usage
ripr_search(
sup_lb = integer(0),
log_sup_lb = integer(0),
theta = integer(0),
part = integer(0),
random_variable = random_variable(),
null = null_model()
)Arguments
- sup_lb
The largest expectation found.
- log_sup_lb
Its logarithm, computed directly when the random variable has a log form, so that it remains finite where
sup_lbunderflows.- theta
The parameter attaining it.
- part
The part of the null's region
thetalies in.- random_variable
The random_variable searched over.
- null
The null_model searched.
Examples
fam <- multinomial_family(n_trials = 4L, k = 3L)
null <- null_model(
fam,
simplex_region(vertices = rbind(c(0.5, 0.5, 0), c(0, 1, 0), c(0, 0, 1)))
)
found <- sup_lb(likelihood(fam(c(0.4, 0.35, 0.25))), null, n_seeds = 20L)
found
#> <ripr_search>
#> X = P[theta = (0.4, 0.35, 0.25)]
#> under null_model: multinomial_family over 1 part
#> sup E[X] >= 0.1019608 (searched, not certified)
#> attained at theta = (0.406, 0.406, 0.187), in part 1
found@theta
#> [1] 0.4064782 0.4064782 0.1870436