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MChtest (version 1.0-3)

Monte Carlo Hypothesis Tests with Sequential Stopping

Description

Performs Monte Carlo hypothesis tests, allowing a couple of different sequential stopping boundaries. For example, a truncated sequential probability ratio test boundary (Fay, Kim and Hachey, 2007 ) and a boundary proposed by Besag and Clifford, 1991 . Gives valid p-values and confidence intervals on p-values.

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Version

Install

install.packages('MChtest')

Monthly Downloads

168

Version

1.0-3

License

GPL

Maintainer

Michael Fay

Last Published

May 16th, 2019

Functions in MChtest (1.0-3)

MCtest

Perform Monte Carlo hypothesis tests.
find.cb

Finds cb=Kstar for B-value stopping rule
beta.ratio

Calculation Ratio of two Beta functions
p1.given.p0

Find p0 (or p1) associated with p1 (or p0) that gives minimax tsprt
mult

Calculation to Convert Stored cb values to K values.
findB.design

Calculates B-value stopping boundary
MCtest.default

Internal function to calculation MC test
find.ab

Find beta parameters to approximate distribution of p-values.
rrisk

Calculate resampling risk and expected resampling size
sorttheta

Sort stopping boundary by standard ordering
MCbound.type

Create Monte Carlo Stopping Boundary: functions by type
MCbound

Create Monte Carlo stopping boundary
MCbound.precalc1

Precalculated object of class MCbound
MChtest-package

Monte Carlo hypothesis tests allowing sequential stopping
print.MCtest

prints objects of the class MCtest
plot.MCbound

Plot stopping boundary
tSPRT.to.Bvalue

Convert between MCbound parameterizations