mcunit (version 0.3.2)

expect_mc_iid_chisq: Test iid samples for correct cdf using chisq test

Description

Test if samples are behaving like an iid sample from a given distribution via the chisq test and a sequential approach. Only works for discrete distributions taking finitely many values.

Usage

expect_mc_iid_chisq(object, prob, control = NULL)

Arguments

object

A function taking one argument - that generates n univariate iid samples.

prob

A vector of probabilities for finitely many consecutive integers from 0 onward.

control

a list controlling the algorithm

• n number of samples to be taken in the first step. Default: 1e3

• maxseqsteps: Number of sequential attempts to use. Default: 7.

• incn: Factor by which to multiply n from the second sequential attempt onward. Default: 4.

• level: bound on the type I error, ie the probability of wrongly rejecting a sampler with the correct distribution. Default: 1e-5.

• debug: If positive then debug information will be printed via 'message()'. Default: 0.

Value

The first argument, invisibly, to allow chaining of expectations.

Examples

# NOT RUN {
   sampler <- function(n) rbinom(n,prob=0.6,size=5)
   expect_mc_iid_chisq(sampler, dbinom(0:5,prob=0.6,size=5))
   testthat::expect_error(expect_mc_iid_chisq(sampler, dbinom(0:5,prob=0.63,size=5)))

# }