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MChtest (version 1.0-4)

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

129

Version

1.0-4

License

GPL

Maintainer

Michael Fay

Last Published

August 31st, 2026

Functions in MChtest (1.0-4)

findB.design

Calculates B-value stopping boundary
MCbound.type

Create Monte Carlo Stopping Boundary: functions by type
find.cb

Finds cb=Kstar for B-value stopping rule
find.ab

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

Calculation Ratio of two Beta functions
MChtest-package

Monte Carlo hypothesis tests allowing sequential stopping
MCtest

Perform Monte Carlo hypothesis tests.
MCtest.default

Internal function to calculation MC test
MCbound

Create Monte Carlo stopping boundary
MCbound.precalc1

Precalculated object of class MCbound
sorttheta

Sort stopping boundary by standard ordering
mult

Calculation to Convert Stored cb values to K values.
rrisk

Calculate resampling risk and expected resampling size
tSPRT.to.Bvalue

Convert between MCbound parameterizations
print.MCtest

prints objects of the class MCtest
p1.given.p0

Find p0 (or p1) associated with p1 (or p0) that gives minimax tsprt
plot.MCbound

Plot stopping boundary