simulateTwoProportions {safestats} | R Documentation |
Compare Different Hyperparameter Settings for Safe Tests of Two Proportions.
Description
Simulates for a range of divergence parameter values (differences or log odds ratios) the worst-case stopping times (i.e., number of data blocks collected) and expected stopping times needed to achieve the desired power for each hyperparameter setting provided.
Usage
simulateTwoProportions(
hyperparameterList,
alternativeRestriction = c("none", "difference", "logOddsRatio"),
deltaDesign = NULL,
alpha,
beta,
na,
nb,
deltamax = 0.9,
deltamin = 0.1,
deltaGridSize = 8,
M = 100,
maxSimStoptime = 10000,
thetaAgridSize = 8
)
Arguments
hyperparameterList |
list object, its components hyperparameter lists with a format as described in |
alternativeRestriction |
a character string specifying an optional restriction on the alternative hypothesis; must be one of "none" (default), "difference" (difference group mean b minus group b) or "logOddsRatio" (the log odds ratio between group means b and a). |
deltaDesign |
optional; when using a restricted alternative, the value of the divergence measure used. Either a numeric between -1 and 1 for a restriction on difference, or a real for a restriction on the log odds ratio. |
alpha |
numeric in (0, 1) that specifies the tolerable type I error control –independent on n– that the designed test has to adhere to. Note that it also defines the rejection rule e10 > 1/alpha. |
beta |
numeric in (0, 1) that specifies the tolerable type II error control in the study. Necessary to calculate the worst case stopping time. |
na |
number of observations in group a per data block |
nb |
number of observations in group b per data block |
deltamax |
maximal effect size to calculate power for; between -1 and 1 for designs without restriction or a restriction on difference;
real number for a restriction on the log odds ratio. Default |
deltamin |
minimal effect size to calculate power for; between -1 and 1 for designs without restriction or a restriction on difference;
real number for a restriction on the log odds ratio. Default |
deltaGridSize |
numeric, positive integer: size of grid of delta values worst case and expected sample sizes are simulated for. |
M |
number of simulations used to estimate sample sizes. Default |
maxSimStoptime |
maximal stream length in simulations; when the e value does not reach the rejection threshold before the end of the stream,
the maximal stream length is returned as the stopping time. Default |
thetaAgridSize |
numeric, positive integer: size of the grid of probability distributions examined for each delta value to find the worst case sample size over. |
Value
Returns an object of class "safe2x2Sim". An object of class "safe2x2Sim" is a list containing at least the following components:
- simData
A data frame containing simulation results with worst case and expected stopping times for each hyperparameter setting, for the specified or default range of effect sizes.
- alpha
the significance threshold used in the simulations
- beta
the type-II error control used in the simulations
- deltaDesign
the value of restriction on the alternative hypothesis parameter space used for the E variables in the simulations
- restriction
the type of restriction used for the E variables in the simulation
- hyperparameters
list of the hyperparameters tested in the simulation
Examples
priorList1 <- list(betaA1 = 10, betaA2 = 1, betaB1 = 1, betaB2 = 10)
priorList2 <- list(betaA1 = 0.18, betaA2 = 0.18, betaB1 = 0.18, betaB2 = 0.18)
priorList3 <- list(betaA1 = 1, betaA2 = 1, betaB1 = 1, betaB2 = 1)
simResult <- simulateTwoProportions(
hyperparameterList = list(priorList1, priorList2, priorList3),
alternativeRestriction = "none",
alpha = 0.1, beta = 0.2, na = 1, nb = 1,
deltamax = -0.4, deltamin = -0.9, deltaGridSize = 3,
M = 10
)
print(simResult)
plot(simResult)