fbst-package: The Full Bayesian Evidence Test, Full Bayesian Significance...

In fbst: The Full Bayesian Evidence Test, Full Bayesian Significance Test and the e-Value

The Full Bayesian Evidence Test, Full Bayesian Significance Test and the e-Value

Description

Provides access to a range of functions for computing and visualizing the Full Bayesian Significance Test (FBST) and the e-value for testing a sharp hypothesis against its alternative, and the Full Bayesian Evidence Test (FBET) and the (generalized) Bayesian evidence value for testing a composite (or interval) hypothesis against its alternative. The methods are widely applicable as long as a posterior MCMC sample is available.

Details

Package for conducting the Full Bayesian Evidence Test (FBET) and the Full Bayesian Significance Test (FBST). The FBST is a Bayesian hypothesis test for testing a sharp hypothesis against its alternative by calculating the e-value, the Bayesian evidence against the null hypothesis. The FBET is a generalization of the underlying Pereira-Stern theory of the FBST and allows for testing interval hypotheses. It provides the Bayesian evidence value, or generalized e-value, which includes the e-value of the FBST as a special case. The Bayesian evidence value is based on the relative surprise function to a reference function. In the FBST, the tangential set corresponding to a sharp null hypothesis serves for quantifying the Bayesian evidence. In the FBET, the Bayesian evidence interval serves for quantifying the Bayesian evidence, which has a strong analogy to the Bayes factor. Next to the core functions, helper functions and visualizations of the results of a FBST and FBET are provided in the package. This package was not yet installed at build time.
Index: This package was not yet installed at build time.

Author(s)

Riko Kelter

Maintainer: Riko Kelter <[e-mail]>

References

For a details, see: https://arxiv.org/abs/2001.10577 and https://arxiv.org/pdf/2001.10577.pdf.

fbst documentation built on May 29, 2024, 8:41 a.m.