R packages - Jun 2007 - R package: Mchtest - Monte Carlo hypothesis testing allowing Sequential Stopping

Hi,

This is an announcement for a package that has been up on CRAN since March 2006
but was never announced.

The package is Mchtest - for Monte Carlo hypothesis tests allowing sequential
stopping.  The idea is to use the sequential probability ratio test boundaries
to stop resampling for a Monte Carlo hypothesis test such as a bootstrap or
permutation test. This means that you will take many samples when the p-value is
close to the significance level (e.g., 0.05), but you may stop after a much 
fewer samples if it becomes clear that the p-value is either very likely to be
less than or more than 0.05.

The details are described in:

		Fay, MP, Kim, H-J, and Hachey, M. (2007). "On using Truncated Sequential
Probability Ratio Test Boundaries for Monte Carlo Implementation of Hypothesis
Tests." (to appear in Journal of Graphical and Computational Statistics).
             http://www3.niaid.nih.gov/about/organization/dcr/BRB/staff/michael


Please let me know of any problems or if you have any comments. 


Mike

******************************************************************
Michael P. Fay, PhD
Mathematical Statistician
National Institute of Allergy and Infectious Diseases
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