alpha1 in SAFFRON method in onlineFDR package
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lgomeso • 0
@f212e1ec
Last seen 18 months ago
Brazil

I have a question regarding the budgets in the implementation of SAFFRON algorithm in onlineFDR package? In Ramdas et all (2018) papper we have that alpha1 = min{gamma1 x w0, lambda}. But when I look at the source code of saffrom implementation in C we have that alpha1 = min {(1-lambda) x gamma1 x w0, lambda}. line 34 of saffron.cpp function is alphai[0] = std::min((1-lambda)gammai[0]w0, lambda). Can you please help me understanding that.

Regards,

Leo

onlineFDR • 376 views
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