sampleStoppingTimesSavi2x2: Simulate stopping times for the savi 2x2 test
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sampleStoppingTimesSavi2x2

R Documentation

Simulate stopping times for the savi 2x2 test

Description

Draws nSim streams of tables on the curve ⁠thetaA = thetaB + |propDiffMin|⁠ for "greater", ⁠thetaA = thetaB - |propDiffMin|⁠ for "less", and on both curves for "twoSided", at the worst-case baseline of each curve from solveWorstCaseTheta2x2PropDiff(), and records when the plain grow e-process first crosses 1 / alpha. nPlan is the worst power quantile of the stopping time over the curves; with power = NULL it is skipped. There is no planning on logOdds.

Usage

sampleStoppingTimesSavi2x2(
  propDiffMin,
  na,
  nb,
  power = NULL,
  alpha = 0.05,
  alternative = c("twoSided", "less", "greater"),
  eType = c("grow"),
  nSim = 1000L,
  nMax = 10000L,
  nBoot = 10000L,
  seed = NULL,
  wantEValuesAtNMax = FALSE,
  wantSamplePaths = FALSE,
  wantSimData = TRUE,
  pb = TRUE
)

Arguments

`propDiffMin`	numeric in (-1, 1) that defines the minimal relevant difference in proportions `thetaA - thetaB`, the smallest difference that we would like to detect (with sufficient power).
`na`	number of observations in group A per data block, one value or one per block.
`nb`	number of observations in group B per data block, one value or one per block.
`power`	numeric in (0, 1) that specifies the desired power, that is, the targetted chance to stop in favour of the alternative over the null hypothesis, when the alternative holds true.
`alpha`	numeric in (0, 1) that specifies the tolerable type I error and the null rejection rule e >= 1/alpha.
`alternative`	a character string specifying the alternative hypothesis. Must be one of "twoSided" (default), "greater" or "less", where "greater" means that group A has the larger proportion.
`eType`	"grow", the only e-variable with planning.
`nSim`	integer > 0, the number of simulations needed to compute power or the number of samples paths for the savi 2x2 test under continuous monitoring.
`nMax`	integer > 0, maximum number of data blocks in each sample path.
`nBoot`	integer > 0, the number of bootstrap samples; not used by the sampler itself, see `computePowerSavi2x2()` and `computeNPlanSavi2x2()`.
`seed`	integer, seed number. Default seed=NULL yields seed=2026.
`wantEValuesAtNMax`	logical. If `TRUE`, then compute eValues at nMax. Default `FALSE`. Not yet implemented.
`wantSamplePaths`	logical, if `TRUE` then also outputs the sample paths.
`wantSimData`	logical. If `TRUE`, then output the simulated data. Not yet implemented.
`pb`	logical, if `TRUE`, then show progress bar.

Value

a list with thetaA, thetaB (one per curve) and, one row per curve, stoppingTimes and breakVector. Entries of breakVector are 0, 1. A 1 represents stopping due to exceeding nMax, which implies that the corresponding stopping time is Inf, and 0 due to 1/alpha threshold crossing. Further eValuesStopped, samplePaths (a list of ⁠nSim x nMax⁠ sparse matrices, or NULL), n1Vector (the block index), nPlan, and the baseline it was taken at, worstCaseThetaA, worstCaseThetaB.