sim_b2 {DBpower}

sim_b2.R

Description

Simulate the probability of falling in the region used for the b2 lower bound or the b2 upper bound.

Usage

sim_b2(lower = TRUE, upper = FALSE, n, muVec, sigMat, bounds)

Arguments

lower

Boolean, if true sim lower bound.

upper

Boolean, if true sim upper bound.

n

Number of simulations.

muVec

Mean vector of test statistics under the alternative (assuming it's MVN).

sigMat

Covariance matrix of test statistics under the alternative (assuming it's MVN).

bounds

A J*1 vector of bounds on the magnitudes of the test statistics, where the first element is the bound for |Z|_(1) and the last element is the bound for |Z|_(J).

Value

A list with the elements:

lowerBound

Lower bound on power.

upperBound

Upper bound on power.

Examples

myCov <- matrix(data=0.3, nrow=5, ncol=5)
diag(myCov) <- 1
myBounds <- set_GBJ_bounds(alpha = 0.01, J=5, sig_vec = myCov[lower.tri(myCov)])
sim_b2(n=5000, muVec = c(1, 0, 0, 0, 0), sigMat = myCov, bounds=myBounds)