mixtureSPRT-package: mixture Sequential Probability Ratio test

In shitoushan/mixtureSPRT: Mixture Sequential Probability Ratio Test

Description

Perform mixture Sequential Probability Ratio Test (mSPRT).

Details

This package implements the mixture Sequential Probability Ratio Test (mSPRT) with normally and bernoulli distributed data and normal mixture distribution, as described in "Peeking at A/B Tests: Why it matters, and what to do about it". It containts a function for actual calculation of the test statistic, as well as plot and print methods and decision. It also contains a function to calculate the optimal mixture variance given desired significance level, population variance and truncation time of the test.

Author(s)

Erik Stenberg

Maintainer: Erik Stenberg <[e-mail]>

References

Johari, R., Koomen, P., Pekelis, L. & Walsh, D. 2017, "Peeking at A/B Tests: Why it matters, and what to do about it", ACM, pp. 1517

Examples

  ## Not run: 
    library(mixtureSPRT)
    set.seed(12345)
     n <- 10000
     m <- mSPRT(x = rnorm(n),
           y = rnorm(n, mean = 0.06),
           sigma = 1,
           tau =  calcTau(alpha = 0.05, sigma = 1, truncation = n),
           theta = 0,
           distribution = "normal",
           alpha = 0.05)

       plot(m)
  
## End(Not run)

shitoushan/mixtureSPRT documentation built on Sept. 29, 2021, 7:46 a.m.