waldBoundary: Wald Boundaries In SPRT: Wald's Sequential Probability Ratio Test

Description

Calculate Wald's A and B boundaries, such that A and B satisfy 0 < B < A < Inf. Note that the function returns the natural logarithm of the boundaries by default.

Usage

 `1` ```waldBoundary(type1 = 0.05, type2 = 0.2, boundary = NULL, log = TRUE) ```

Arguments

 `type1` type I error rate. `type2` type II error rate. `boundary` an optional character string specifying the boundary. Must be one of `"A"` or `"B"`. `log` a logical variable indicating whether to return the boundary's natural logarithm.

Value

A numeric vector of length 1 if `boundary` is set to either `"A"` or `"B"`, or a numeric vector of length 2 if `boundary` is set to NULL.

Author(s)

Stephane Mikael Bottine

References

Ghosh, B.K. and Sen, P.K. (1991). Handbook of Sequential Analysis, Marcel Dekker, New York. Wald, A. (1947). Sequential Analysis, Dover, New York.

`SPRT`

Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11``` ```## Return the logarithm of Wald's A and B boundaries waldBoundary() # Return Wald's A and B boundaries waldBoundary(log = FALSE) # Return only Wald's A boundary waldBoundary(boundary = "A", log = FALSE) ## Boundary for different type I and II error rates waldBoundary(type1 = 0.01, type2 = 0.01, boundary = "A", log = FALSE) ```

Example output

```        A         B
2.772589 -1.558145
A          B
16.0000000  0.2105263
[1] 16
[1] 99
```

SPRT documentation built on May 2, 2019, 6:35 a.m.