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

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.

See Also

SPRT

Examples

## 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.