mkdeltamid: Function mkdeltamid in Package 'simctest'
In simctest: Safe Implementation of Monte Carlo Tests

Description Usage Arguments Value Author(s) References Examples

Easy creation of adaptive delta function

1	mkdeltamid(mindelta=0.02, maxdelta=0.1, llim=0.05, rlim=0.95)

`mindelta`	desired length of CI for regions of interest, such as when the power is less than 0.05 or greater than 0.95.
`maxdelta`	desired length of CI when power is not in reregion of interest, e.g. between 0.05 and 0.95
`llim`	change if want different left limit (i.e. not 0.05)
`rlim`	change if want different right limit (i.e. not 0.95)

A function, say deltamid, that specifies the user's desired precision depending on the midpoint of the computed confidence interval. If the current confidence interval has a midpoint M, then the algorithm will stop if deltamid(M) <= length of CI.

Axel Gandy and Patrick Rubin-Delanchy

Gandy, A. and Rubin-Delanchy, P (2013). An Algorithm to compute the power of Monte Carlo tests with guaranteed precision. Annals of Statistics, 41(1):125–142.

## only care about powers around 0.9 or higher
## (e.g. if want to check that the test is powerful enough).

deltamid <- mkdeltamid(mindelta=0.02, maxdelta=1, llim=0, rlim=0.9)

genstream <- function(){p <- runif(1); function(N){runif(N) <= p}}

## The power is 0.05. The algorithm should stop as soon as it is clear
## that the power is not larger than 0.9. (Must specify epsilon
## if using non-standard delta.)

res <- mcp(genstream, alpha=0.05, delta="adaptive", cp=0.99,
options=list(deltamid = deltamid, epsilon = 0.0001))

##should stop early.
res