seqtest: Sequential testing with evidence ratios

In lnalborczyk/ESTER: Efficient Sequential Testing with Evidence Ratios

Description

Computes sequential evidence ratios, either based on the AIC, BIC, WAIC, or LOOIC. Supported models currently include lm, merMod, or brmsfit models. When data involve repeated measures (and so multiple lines per subject), a column indicating the subject "id" should be provided to the id argument. If nothing is passed to the id argument, seqtest will suppose that there is only one observation (i.e., one line) per subject.

Usage

seqtest(ic = aic, mod1, mod2, nmin = 10, id = NULL, boundary = Inf,
  blind = FALSE, nsims = NULL)

Arguments

ic	Indicates whether to use the aic or the bic.
mod1	A model of class lm or lmerMod.
mod2	A model of class lm or lmerMod (of the same class of mod1).
nmin	Minimum sample size from which start to compute sequential evidence ratios.
id	If applicable (i.e., repeated measures), name of the "id" column of your dataframe, in character string.
boundary	The Evidence Ratio (or its reciprocal) at which the run is stopped as well
blind	If true, the function only returns a "continue or stop" message
nsims	Number of permutation samples to evaluate (is ignored if blind = TRUE)

Author(s)

Ladislas Nalborczyk <[e-mail]>

See Also

ictab

Examples

## Not run: 
# A first simple example
data(mtcars)
mod1 <- lm(mpg ~ cyl, mtcars)
mod2 <- lm(mpg ~ cyl + disp, mtcars)
seqtest(ic = aic, mod1, mod2, nmin = 10)

# Plotting the results
seqtest(ic = aic, mod1, mod2, nmin = 10) %>% plot

# Example with 10 permutation samples
seqtest(ic = aic, mod1, mod2, nmin = 10, nsims = 10)

# Example with blinding
seqtest(ic = aic, mod1, mod2, nmin = 10, boundary = 10, blind = TRUE)

# Example with repeated measures
library(lme4)
data(sleepstudy)
mod1 <- lmer(Reaction ~ Days + (1|Subject), sleepstudy)
mod2 <- lmer(Reaction ~ Days + I(Days^2) + (1|Subject), sleepstudy)
seqtest(ic = aic, mod1, mod2, nmin = 10, id = "Subject", nsims = 10)

# Example with brmsfit models
library(brms)
mod1 <- brm(Reaction ~ Days + (1|Subject), sleepstudy)
mod2 <- brm(Reaction ~ Days + I(Days^2) + (1|Subject), sleepstudy)
seqtest(ic = WAIC, mod1, mod2, nmin = 10, id = "Subject")

## End(Not run)

lnalborczyk/ESTER documentation built on May 21, 2019, 7:36 a.m.