simctest (version 2.5)

getalgprecomp: Construct algorithms

Description

Constructs classes of type '>sampalgonthefly and '>sampalgPrecomp.

Usage

getalgonthefly(level = 0.05, epsilon = 0.001, halfspend = 1000)
getalgprecomp(level = 0.05, epsilon = 0.001, halfspend = 1000)

Arguments

level

the threshold.

epsilon

the bound on the resampling risk.

halfspend

number of steps after which half the error has been spent.

Value

getalgonthefly returns an object of type '>sampalgonthefly. getalgprecomp returns an object of type '>sampalgPrecomp.

References

Gandy, A. (2009) Sequential Implementation of Monte Carlo Tests with Uniformly Bounded Resampling Risk. To appear in JASA.

Examples

# NOT RUN {
alg<-getalgprecomp()
run(alg, function() runif(1)<0.01)

alg<-getalgonthefly()
run(alg, function() runif(1)<0.01)
# }