Convert a discrete Laplacian scale into an accuracy estimate (tolerance) at a statistical significance level alpha.

\(\alpha = P[Y \ge accuracy]\), where \(Y = | X - z |\), and \(X \sim \mathcal{L}_{Z}(0, scale)\). That is, \(X\) is a discrete Laplace random variable and \(Y\) is the distribution of the errors.

Usage

discrete_laplacian_scale_to_accuracy(scale, alpha, .T = NULL)

Arguments

scale

Discrete Laplacian noise scale.

alpha

Statistical significance, level-alpha, or (1. - alpha)100% confidence. Must be within (0, 1].

.T

Data type of scale and alpha

Details

This function returns a float accuracy. You can take the floor without affecting the coverage probability.

discrete_laplacian_scale_to_accuracy in Rust documentation.

Proof Definition:

(Proof Document)