Package: MChtest 1.0-3

Michael P. Fay

MChtest: Monte Carlo Hypothesis Tests with Sequential Stopping

Performs Monte Carlo hypothesis tests, allowing a couple of different sequential stopping boundaries. For example, a truncated sequential probability ratio test boundary (Fay, Kim and Hachey, 2007 <doi:10.1198/106186007X257025>) and a boundary proposed by Besag and Clifford, 1991 <doi:10.1093/biomet/78.2.301>. Gives valid p-values and confidence intervals on p-values.

Authors:Michael P. Fay

MChtest_1.0-3.tar.gz
MChtest_1.0-3.tar.gz(r-4.5-noble)MChtest_1.0-3.tar.gz(r-4.4-noble)
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MChtest.pdf |MChtest.html✨
MChtest/json (API)

# Install 'MChtest' in R:
install.packages('MChtest', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 188 downloads 22 exports 0 dependencies

Last updated 6 years agofrom:4b1c22dee0. Checks:1 OK, 2 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 16 2025
R-4.5-linuxNOTEMar 16 2025
R-4.4-linuxNOTEMar 16 2025

Exports:beta.ratioBvalue.to.tSPRTfind.abfind.cbfindB.designMCboundMCbound.BCMCbound.BvalueMCbound.fixedMCbound.precalc1MCbound.tsprtMCtestMCtest.defaultMCtest.fixedmultp0.given.p1p1.given.p0plot.MCboundprint.MCtestrrisksortthetatSPRT.to.Bvalue

Dependencies:

Citation

To cite MChtest in publications use:

Fay, M.P., Kim, H-J., and Hachey, M. (2007). On Using Truncated Sequential Probability Ratio Test Boundaries for Monte Carolo Implentation of Hypothesis Tests Journal of Computational and Graphical Statistics 16(4): 946-967.

Corresponding BibTeX entry: 

  @Article{,
    title = {On Using Truncated Sequential Probability Ratio Test
      Boundaries for Monte Carolo Implentation of Hypothesis Tests},
    author = {Michael P. Fay and Hyun-Ju Kim and Mark Hachey},
    journal = {Journal of Computational and Graphical Statistics},
    year = {2007},
    volume = {16},
    number = {4},
    pages = {946--967},
  }