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avseqmc (version 1.0.2)

nextsample: Draw a next (batch) of Monte-Carlo samples to update the sequential estimate of the p-value

Description

Draw a next (batch) of Monte-Carlo samples to update the sequential estimate of the p-value

Usage

nextsample(R, compute_lower = FALSE)

Value

An (updated) object of class avseqmc_progress containing the progress of the sequentially estimated p-value. The object is a list containing the following elements:

  • $epsilon: risk of overestimated significance used in the sequential estimation.

  • $sample_G: function that samples (batches) from the Monte-Carlo distribution $G^*(X)$ as in Equation (5).

  • $ptilde: sequence of sequential $p$-value estimates. The final value in this sequence is the most recent estimate of the $p$-value.

  • $Ltilde: sequence of lower bounds of the confidence sequence based on the construction by Robbins (1970). Contains NA values if these were not computed by default through stopcrit = list("type"="futility","param"=...) or requested using compute_lower=TRUE.

  • $n: total number of samples drawn from the MC sampler.

  • $S: total number of ones observed from the MC sampler.

  • $B: sequence of number of ones observed at each sampling timepoint (which can be greater than 1 if sample_G samples in batches)

  • $Bn: sequence of number of samples drawn from MC sampler at each timepoint (which can be greater than 1 if sample_G samples in batches)

Arguments

R

an object of class avseqmc_progress containing previous progress on the sequential estimation.

compute_lower

TRUE if the lower limit of the confidence sequence of significance epsilon (as embedded in parameter R) should be computed.