R: Construct and Handle Sequential Tests.

constructSequentialTest {CVST} | R Documentation

## 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.

### See Also

`fastCV`

### Examples

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

[Package CVST version 0.2-2 Index]