MChtest v1.0-3


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Monte Carlo Hypothesis Tests with Sequential Stopping

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 <DOI:10.1198/106186007X257025>) and a boundary proposed by Besag and Clifford, 1991 <DOI:10.1093/biomet/78.2.301>. Gives valid p-values and confidence intervals on p-values.

Functions in MChtest

Name Description
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. 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 Convert between MCbound parameterizations
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Type Package
Date 2019-05-14
License GPL
NeedsCompilation no
Packaged 2019-05-15 13:13:49 UTC; faym
Repository CRAN
Date/Publication 2019-05-16 13:10:03 UTC
depends stats
Contributors Michael Fay

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