getalgprecomp {simctest}R Documentation

Construct algorithms ~~function to do ... ~~

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. To appear in JASA.

Examples

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

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

[Package simctest version 1.0-0 Index]