nextsample {avseqmc} | R Documentation |
Draw a next (batch) of Monte-Carlo samples to update the sequential estimate of the p-value
Description
Draw a next (batch) of Monte-Carlo samples to update the sequential estimate of the p-value
Usage
nextsample(R, compute_lower = FALSE)
Arguments
R |
an object of class |
compute_lower |
TRUE if the lower limit of the confidence sequence of significance epsilon (as embedded in parameter R) should be computed. |
Value
An (updated) object of class avseqmc_progress
containing the progress of the
sequentially estimated p-value. The object is a list containing the
following elements:
-
$epsilon
: risk of overestimated significance used in the sequential estimation. -
$sample_G
: function that samples (batches) from the Monte-Carlo distribution $G^*(X)$ as in Equation (5). -
$ptilde
: sequence of sequential $p$-value estimates. The final value in this sequence is the most recent estimate of the $p$-value. -
$Ltilde
: sequence of lower bounds of the confidence sequence based on the construction by Robbins (1970). Contains NA values if these were not computed by default throughstopcrit = list("type"="futility","param"=...)
or requested usingcompute_lower=TRUE
. -
$n
: total number of samples drawn from the MC sampler. -
$S
: total number of ones observed from the MC sampler. -
$B
: sequence of number of ones observed at each sampling timepoint (which can be greater than 1 ifsample_G
samples in batches) -
$Bn
: sequence of number of samples drawn from MC sampler at each timepoint (which can be greater than 1 ifsample_G
samples in batches)