mmctest-class {simctest}R Documentation

Class "mmctest"

Description

Class which creates an object of type "mmctestres".

Objects from the Class

Objects can be created by calls of the form mmctest(h=...).

Slots

internal:

Object of class "environment"

Methods

run

signature(alg = "mmctest", gensample = "mmctSamplerGeneric", maxsteps = "numeric"): ...

Author(s)

Axel Gandy and Georg Hahn

References

Gandy, A. and Hahn, G. (2014) MMCTest - a safe algorithm for implementing multiple Monte Carlo tests. Scandinavian Journal of Statistics, 41(4):1083–1101

Examples

  fun <- function(ind,n,data) sapply(1:length(ind), function(i) sum(runif(n[i])<=data[ind[i]]));
  i <- mmctSampler(fun,num=500,data=runif(500));
  a <- mmctest(h=hBH);
  a <- run(a, i, maxsteps=list(maxnum=1000000,undecided=10));

[Package simctest version 2.6 Index]