iHpTarget2m: Find the difference between the achieved power and the...

In itrimhoch: Improved Trimmed Weighted Hochberg Procedures and Sample Size Optimization

Find the difference between the achieved power and the desired power for rejecting H2 using the improved trimmed or truncated weighted Hochberg procedure with allowance for different data maturities

Description

Find the difference between the achieved power and the desired power for rejecting H2 using the improved trimmed or truncated weighted Hochberg procedure with allowance for different data maturities

Usage

iHpTarget2m(n, alpha1, alpha, k, beta2, deltavec, rho, maturity)

Arguments

n	the sample size
alpha1	the weighted significance levels assigned to H1
alpha	the significance level
k	a pre-specified constant in the improved trimmed weighted Hochberg procedure
beta2	one minus the desired power for rejecting H2
deltavec	a numeric vector of two values representing the effect sizes for the two hypotheses
rho	the correlation coefficient between two test statistics
maturity	a numeric vector of two values representing the data maturities for the two hypotheses

Value

the difference between the achieved power and the desired power for rejecting H2

Author(s)

Jiangtao Gou

References

Gou, J., Chang, Y., Li, T., and Zhang, F. (2025). Improved trimmed weighted Hochberg procedures with two endpoints and sample size optimization. Technical Report.

itrimhoch documentation built on June 8, 2025, 11:54 a.m.