Description Usage Arguments Value Author(s) References See Also Examples

These functions handle the construction and calculation with
sequential tests as introduced by Wald (1947). `getCVSTTest`

constructs a special sequential test as introduced in Krueger
(2011). `testSequence`

test a sequence of 0/1 whether it is
distributed according to H0 or H1.

1 2 3 4 | ```
constructSequentialTest(piH0 = 0.5, piH1 = 0.9, beta, alpha)
getCVSTTest(steps, beta = 0.1, alpha = 0.01)
testSequence(st, s)
plotSequence(st, s)
``` |

`piH0` |
Probability of the binomial distribution for H0. |

`piH1` |
Probability of the binomial distribution for H1. |

`beta` |
Significance level for H0. |

`alpha` |
Significance level for H1. |

`steps` |
Number of steps the CVST procedure should be executed. |

`st` |
A sequential test of type |

`s` |
A sequence of 0/1 values. |

`constructSequentialTest`

and `getCVSTTest`

return a
`CVST.sequentialTest`

with the specified
properties. `testSequence`

returns 1, if H1 can be expected, -1
if H0 can be accepted, and 0 if the test needs more data for a
decission. `plotSequence`

gives a graphical impression of the
this testing procedure.

Tammo Krueger <tammokrueger@googlemail.com>

Abraham Wald.
*Sequential Analysis*.
Wiley, 1947.

Tammo Krueger, Danny Panknin, and Mikio Braun. Fast cross-validation via sequential testing. Journal of Machine Learning Research 16 (2015) 1103-1155. URL http://jmlr.org/papers/volume16/krueger15a/krueger15a.pdf.

1 2 3 4 | ```
st = getCVSTTest(10)
s = rbinom(10,1, .5)
plotSequence(st, s)
testSequence(st, s)
``` |

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