getalgprecomp {simctest}

Construct algorithms

Description

Constructs classes of type sampalgonthefly and sampalgPrecomp.

Usage

getalgonthefly(level = 0.05, epsilon = 0.001, halfspend = 1000)
getalgprecomp(level = 0.05, epsilon = 0.001, halfspend = 1000)

Arguments

level

the threshold.

epsilon

the bound on the resampling risk.

halfspend

number of steps after which half the error has been spent.

Value

getalgonthefly returns an object of type sampalgonthefly. getalgprecomp returns an object of type sampalgPrecomp.

Author(s)

Axel Gandy

References

Gandy, A. (2009) Sequential Implementation of Monte Carlo Tests with Uniformly Bounded Resampling Risk. JASA, 104(488):1504-1511.

Examples

alg<-getalgprecomp()
run(alg, function() runif(1)<0.01)

alg<-getalgonthefly()
run(alg, function() runif(1)<0.01)