sampleStoppingTimesSafeZ: Simulate stopping times for the safe z-test
In safestats: Safe Anytime-Valid Inference

sampleStoppingTimesSafeZ

R Documentation

Simulate stopping times for the safe z-test

Description

Simulate stopping times for the safe z-test

Usage

sampleStoppingTimesSafeZ(
  meanDiffMin,
  alpha = 0.05,
  alternative = c("twoSided", "less", "greater"),
  sigma = 1,
  kappa = sigma,
  nSim = 1000L,
  nMax = 1000,
  ratio = 1,
  testType = c("oneSample", "paired", "twoSample"),
  parameter = NULL,
  wantEValuesAtNMax = FALSE,
  pb = TRUE
)

Arguments

`meanDiffMin`	numeric that defines the minimal relevant mean difference, the smallest population mean that we would like to detect.
`alpha`	numeric in (0, 1) that specifies the tolerable type I error control –independent on n– that the designed test has to adhere to. Note that it also defines the rejection rule e10 > 1/alpha.
`alternative`	a character string specifying the alternative hypothesis must be one of "twoSided" (default), "greater" or "less".
`sigma`	numeric > 0 representing the assumed population standard deviation used for the test.
`kappa`	the true population standard deviation. Default kappa=sigma.
`nSim`	integer > 0, the number of simulations needed to compute power or the number of samples paths for the safe z test under continuous monitoring.
`nMax`	integer > 0, maximum sample size of the (first) sample in each sample path.
`ratio`	numeric > 0 representing the randomisation ratio of condition 2 over condition 1. If testType is not equal to "twoSample", or if nPlan is of length(1) then ratio=1.
`testType`	either one of "oneSample", "paired", "twoSample".
`parameter`	optional test defining parameter. Default set to `NULL`.
`wantEValuesAtNMax`	logical. If `TRUE` then compute eValues at nMax. Default `FALSE`.
`pb`	logical, if `TRUE`, then show progress bar.

Value

a list with stoppingTimes and breakVector. Entries of breakVector are 0, 1. A 1 represents stopping due to exceeding nMax, and 0 due to 1/alpha threshold crossing, which implies that in corresponding stopping time is Inf.