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MSPRT (version 3.0)

A Modified Sequential Probability Ratio Test (MSPRT)

Description

Given the maximum available sample size (N) for an experiment, and the target levels of Type I and II error probabilities, this package designs a modified SPRT (MSPRT). For any designed MSPRT the package can also obtain its operating characteristics and implement the test for a given sequentially observed data. The MSPRT is defined in a manner very similar to Wald's initial proposal. The proposed test has shown evidence of reducing the average sample size required to perform statistical hypothesis tests at specified levels of significance and power. Currently, the package implements one-sample proportion tests, one and two-sample z tests, and one and two-sample t tests. A brief user guidance for this package is provided below. One can also refer to the supplemental information for the same.

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Version

Install

install.packages('MSPRT')

Monthly Downloads

204

Version

3.0

License

GPL (>= 2)

Maintainer

Sandipan Pramanik

Last Published

November 13th, 2020

Functions in MSPRT (3.0)

Type2.fixed_design

Type II error probability of fixed design tests
MSPRT-package

MSPRT
Nstar

Sample size required to achieve higher significance
design.MSPRT_oneT

Internal MSPRT function: Designing the MSPRT for one-sample t tests
OCandASN.MSPRT_twoZ

Internal MSPRT function: OC and ASN of a designed MSPRT in two-sample z tests
OCandASN.MSPRT_twoT

Internal MSPRT function: OC and ASN of a designed MSPRT in two-sample t tests
OCandASN.MSPRT_oneProp

Internal MSPRT function: OC and ASN of a designed MSPRT in one-sample proportion tests
OCandASN.MSPRT

Operating characteristics (OC) and Average Sample Number (ASN) of a designed MSPRT
design.MSPRT_oneProp

Internal MSPRT function: Designing the MSPRT for one-sample proportion tests
design.MSPRT_twoT

Internal MSPRT function: Designing the MSPRT for two-sample t tests
design.MSPRT

Designing the MSPRT
implement.MSPRT

Implementing the MSPRT
design.MSPRT_oneZ

Internal MSPRT function: Designing the MSPRT for one-sample z tests
implement.MSPRT_oneZ

Internal MSPRT function: Implementing the MSPRT in one-sample z tests
design.MSPRT_twoZ

Internal MSPRT function: Designing the MSPRT for two-sample z tests
implement.MSPRT_oneT

Internal MSPRT function: Implementing the MSPRT in one-sample t tests
implement.MSPRT_oneProp

Internal MSPRT function: Implementing the MSPRT in one-sample proportion tests
OCandASN.MSPRT_oneZ

Internal MSPRT function: OC and ASN of a designed MSPRT in one-sample z tests
OCandASN.MSPRT_oneT

Internal MSPRT function: OC and ASN of a designed MSPRT in one-sample t tests
implement.MSPRT_twoT

Internal MSPRT function: Implementing the MSPRT in two-sample t tests
fixed_design.alt

Fixed-design alternative
implement.MSPRT_twoZ

Internal MSPRT function: Implementing the MSPRT in two-sample z tests
effectiveN.oneProp

Calculating effective maximum sample size to be used in designing the MSPRT in one-sample proportion test
UMPBT.alt

UMPBT alternative