psatControl: Creates a list of parameters for use with PSAT inference...

Description Usage Arguments

Description

Creates a list with additional parameters for use with mvnQuadratic, mvnLinear, and psatGLM.

Usage

1
2
3
4
5
psatControl(switchTune = NULL, nullMethod = c("RB", "zero-quantile"),
  nSamples = NULL, sgdStep = NULL, nsteps = 1000, trueHybrid = FALSE,
  rbIters = NULL, optimMethod = c("Nelder-Mead", "SGD"),
  truncPmethod = c("UMPU", "symmetric"), quadraticSampler = c("tmg",
  "PSAT"))

Arguments

switchTune

tuning parameter for regime switching confidence intervals, should be a number between 0 and confidence_level.

nullMethod

method for compute global-null confidence intervals. Robins-Monroe (RB) should be used.

nSamples

number of samples to be taken from the null distribution.

sgdStep

number of stochastic gradient steps to take, only applicable for non-wald quadratic tests when optimMethod "SGD" is used.

trueHybrid

whether Robins-Monroe computation should be performed for computing confidence intervals for all confidence intervals or only when they may improve power.

rbIters

number of steps to take when computing confidence intervals with the Robins-Monroe procedure.

optimMethod

optimization method to be used when computing the conditional MLE in in inference after testing with a non-wald aggregate test. Nelder-Mead as implemented in the optim function.

truncPmethod

the type of test to use when computing the polyhedral p-values, options are either the UMPU test or a symmetric test.

quadraticSampler

which quadratic sampler to use? Choices are either the Hamiltionian Montel-Carlo method implemented in rtmg, or a Gibbs sampler implemented in this package.


ammeir2/PSAT documentation built on May 27, 2019, 7:40 a.m.