recommend
Based on the theory in See Chen and Kelton (1999), this function computes a recommended cross-entropy sample size. The sample size may be sufficient to adequately estimate the quantile associated with the desired elite percentage using on a desired quantile confidence level and an adjusted half-width bound for the associated quantile proportion.
Parameters
a value between 0 and 1 that represents the proportion of the CE sample that determines the elite sample. By default, this is defaultElitePct.
A value between 0 and 1 that represents the approximate confidence level for estimating the quantile from the cross-entropy sample. By default, this is defaultCEQuantileConfidenceLevel.
A value between 0 and max(0,defaultElitePct) that represents the confidence level half-width bound on the proportion estimate for determining the quantile from the cross-entropy sample. By default, this is defaultMaxProportionHalfWidth.