#---------------------------------------------
# Determine optimal k and nominal type-II-risk
# H0: rho <= 0.3, H1: rho > 0.3
# alpha = 0.01, beta = 0.05, delta = 0.25
# Step 1: Determine the optimal size of subsamples (k)
sim.obj.1 <- sim.seqtest.cor(rho.sim = 0.3, k = seq(4, 16, by = 1), rho = 0.3,
alternative = "greater",
delta = 0.25, alpha = 0.05, beta = 0.05,
runs = 10000)
plot(sim.obj.1)
# Step 2: Determine the optimal nominal type-II-risk based on
# the optimal size of subsamples (k) from step 1
sim.obj.2 <- sim.seqtest.cor(rho.sim = 0.55, k = 16, rho = 0.3,
alternative = "greater",
delta = 0.25, alpha = 0.05, beta = seq(0.05, 0.15, by = 0.01),
runs = 10000)
plot(sim.obj.2)Run the code above in your browser using DataLab