calcb2: calc_b2.R

In DBpower: Finite Sample Power Calculations for Detection Boundary Tests

Description

Calculate lower bound or upper bound on power when considering only the two largest test statistic in magnitude, i.e. only |Z|_(J) and |Z|_(J-1).

Usage

calcb2(lower = TRUE, upper = FALSE, muVec, sigMat, bounds)

Arguments

lower	Boolean, whether to calculate lower bound.
upper	Boolean, whether to calculate upper bound.
muVec	Mean vector of test statistics under the alternative (assuming it's MVN).
sigMat	Covariance matrix of test statistics under the alternative (assuming it's MVN).
bounds	A J*1 vector of bounds on the magnitudes of the test statistics, where the first element is the bound for |Z|_(1) and the last element is the bound for |Z|_(J).

Value

A list with the elements:

allProbsLower	J*1 vector of all components summed to calculate lower bound.
lowerProb	Lower bound.
allProbsUpper	J*1 vector of all components summed to calculate upper bound.
upperProb	Upper bound.

Examples

myCov <- matrix(data=0.3, nrow=5, ncol=5)
diag(myCov) <- 1
myBounds <- set_GBJ_bounds(alpha = 0.01, J=5, sig_vec = myCov[lower.tri(myCov)])
calcb2(muVec = c(1, 0, 0, 0, 0), sigMat = myCov, bounds=myBounds)

DBpower documentation built on Feb. 11, 2022, 1:08 a.m.