screening
Computes the pair-wise screening width assuming that the estimates are independent. This width is used to specify screening intervals within screening procedures. This quantity is the square root of the sum of squared half-widths of the estimates.
Based on: Boesel, Justin, Barry L. Nelson, and Seong-Hee Kim. 2003. “Using Ranking and Selection to ‘Clean Up’ after Simulation Optimization.” Operations Research 51 (5): 814–25. https://doi.org/10.1287/opre.51.5.814.16751.
Parameters
estimate
the estimate to pair with
level
the confidence level for the Student-T distribution computation of the half-width