getalgprecomp: Construct algorithms

In simctest: Safe Implementation of Monte Carlo Tests

Construct algorithms

Description

Constructs classes of type sampalgonthefly and sampalgPrecomp.

Usage

getalgonthefly(level = 0.05, epsilon = 0.001, halfspend = 1000)
getalgprecomp(level = 0.05, epsilon = 0.001, halfspend = 1000)

Arguments

level	the threshold.
epsilon	the bound on the resampling risk.
halfspend	number of steps after which half the error has been spent.

Value

getalgonthefly returns an object of type sampalgonthefly. getalgprecomp returns an object of type sampalgPrecomp.

Author(s)

Axel Gandy

References

Gandy, A. (2009) Sequential Implementation of Monte Carlo Tests with Uniformly Bounded Resampling Risk. JASA, 104(488):1504-1511.

Examples

alg<-getalgprecomp()
run(alg, function() runif(1)<0.01)

alg<-getalgonthefly()
run(alg, function() runif(1)<0.01)

simctest documentation built on April 4, 2025, 1:07 a.m.