getalgprecomp: Construct algorithms
In simctest: Safe Implementation of Monte Carlo Tests

Constructs classes of type sampalgonthefly and sampalgPrecomp.

1 2	getalgonthefly(level = 0.05, epsilon = 0.001, halfspend = 1000) getalgprecomp(level = 0.05, epsilon = 0.001, halfspend = 1000)

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

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

Axel Gandy

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

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

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

simctest documentation built on Nov. 4, 2019, 5:08 p.m.

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