Fay, Michael (NIH/NIAID) [E]
2007-Jun-06 13:46 UTC
[R] [R-pkgs] 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 Tel: 301-451-5124 Fax:301-480-0912 (U.S. postal mail address) 6700B Rockledge Drive MSC 7609 Bethesda, MD 20892-7609 (Overnight mail address) 6700-A Rockledge Drive, Room 5133 Bethesda, MD 20817 ********************************************************************** Disclaimer: The information in this e-mail and any of its attachments is confidential and may contain sensitive information. It should not be used by anyone who is not the original intended recipient. If you have received this e-mail in error please inform the sender and delete it from your mailbox or any other storage devices. National Institute of Allergy and Infectious Diseases shall not accept liability for any statements made that are sender's own and not expressly made on behalf of the NIAID by one of its representatives [[alternative HTML version deleted]] _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages
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- R package: Mchtest - Monte Carlo hypothesis testing allowing Sequential Stopping
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