CVST: constructSequentialTest – R documentation

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constructSequentialTest

Construct and Handle Sequential Tests.

Description

These functions handle the construction and calculation with sequential tests as introduced by Wald (1947). getCVSTTest constructs a special sequential test as introduced in Krueger (2011). testSequence test a sequence of 0/1 whether it is distributed according to H0 or H1.

Usage

constructSequentialTest(piH0 = 0.5, piH1 = 0.9, beta, alpha)
getCVSTTest(steps, beta = 0.1, alpha = 0.01)
testSequence(st, s)
plotSequence(st, s)

Arguments

`piH0`	Probability of the binomial distribution for H0.
`piH1`	Probability of the binomial distribution for H1.
`beta`	Significance level for H0.
`alpha`	Significance level for H1.
`steps`	Number of steps the CVST procedure should be executed.
`st`	A sequential test of type `CVST.sequentialTest`.
`s`	A sequence of 0/1 values.

Value

constructSequentialTest and getCVSTTest return a CVST.sequentialTest with the specified properties. testSequence returns 1, if H1 can be expected, -1 if H0 can be accepted, and 0 if the test needs more data for a decission. plotSequence gives a graphical impression of the this testing procedure.

Author(s)

Tammo Krueger <tammokrueger@googlemail.com>

References

Abraham Wald. Sequential Analysis. Wiley, 1947.

Tammo Krueger, Danny Panknin, and Mikio Braun. Fast cross-validation via sequential testing. Journal of Machine Learning Research 16 (2015) 1103-1155. URL http://jmlr.org/papers/volume16/krueger15a/krueger15a.pdf.

Examples

st = getCVSTTest(10)
s = rbinom(10,1, .5)
plotSequence(st, s)
testSequence(st, s)

CVST

Fast Cross-Validation via Sequential Testing

v0.2-2

GPL (>= 2.0)

Authors

Tammo Krueger, Mikio Braun

Initial release

2018-05-26