[R] [R-pkgs] R package: Mchtest - Monte Carlo hypothesis testing allowing Sequential Stopping

2007-06-06 Thread Fay, Michael (NIH/NIAID) [E]
Hi,

This is an announcement for a package that has been up on CRAN since March 2006 
but was never announced.

The package is Mchtest - for Monte Carlo hypothesis tests allowing sequential 
stopping.  The idea is to use the sequential probability ratio test boundaries 
to stop resampling for a Monte Carlo hypothesis test such as a bootstrap or 
permutation test. This means that you will take many samples when the p-value 
is close to the significance level (e.g., 0.05), but you may stop after a much  
fewer samples if it becomes clear that the p-value is either very likely to be 
less than or more than 0.05. 

The details are described in:

Fay, MP, Kim, H-J, and Hachey, M. (2007). On using Truncated 
Sequential Probability Ratio Test Boundaries for Monte Carlo Implementation of 
Hypothesis Tests. (to appear in Journal of Graphical and Computational 
Statistics).  
 http://www3.niaid.nih.gov/about/organization/dcr/BRB/staff/michael


Please let me know of any problems or if you have any comments. 


Mike

**
Michael P. Fay, PhD
Mathematical Statistician
National Institute of Allergy and Infectious Diseases
Tel: 301-451-5124   Fax:301-480-0912
(U.S. postal mail address)   
6700B Rockledge Drive MSC 7609
Bethesda, MD 20892-7609
(Overnight mail address)
6700-A Rockledge Drive, Room 5133
Bethesda, MD 20817
**

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[R] [R-pkgs] R Package: ssanv - Sample size adjustments for nonadherence and variability of input parameters

2007-06-06 Thread Fay, Michael (NIH/NIAID) [E]
Hi,

This is a late announcement for a package that has been up on CRAN since Feb 
2006. 

The package is called ssanv and it calculates sample sizes for two group tests 
with adjustments for nonadherence and variability of the input parameters. As 
an example, suppose you want a sample size for a two group difference in normal 
means but you get your estimate of your variance from a previous study. Then 
with this package, you can account for the variability of that variance 
estimate in your sample size calculations. The details are described in:



Fay, MP, Halloran, ME, Follmann, DA. Accounting for Variability 
in Sample Size Estimation with Applications to Nonadherence and Estimation of 
Variance and Effect Size. Biometrics 2007, 63: 465-474. 
http://www.blackwell-synergy.com/doi/abs/10./j.1541-0420.2006.00703.x


Please let me know of any problems with the package or have any comments.

Thanks, 


Mike



**
Michael P. Fay, PhD
Mathematical Statistician
National Institute of Allergy and Infectious Diseases
Tel: 301-451-5124   Fax:301-480-0912
(U.S. postal mail address)   
6700B Rockledge Drive MSC 7609
Bethesda, MD 20892-7609
(Overnight mail address)
6700-A Rockledge Drive, Room 5133
Bethesda, MD 20817
**

Disclaimer: 

The information in this e-mail and any of its attachments is confidential and 
may contain sensitive information. It should not be used by anyone who is not 
the original intended recipient. If you have received this e-mail in error 
please inform the sender and delete it from your mailbox or any other storage 
devices. National Institute of Allergy and Infectious Diseases shall not accept 
liability for any statements made that are sender's own and not expressly made 
on behalf of the NIAID by one of its representatives



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[R] [R-pkgs] New Package: rateratio.test

2007-06-06 Thread Fay, Michael (NIH/NIAID) [E]
Hi,

I just uploaded a new package rateratio.test. The package contains one function 
of the same name and it performs an exact rate ratio test for Poisson counts.  
Unlike binom.test and fisher.test the p-values and confidence intervals are 
internally consistent. In other words, if the p-value implies that the null 
hypothesis should be rejected, then the confidence interval also implies that 
the null should be rejected. There is a vignette discussing this issue.


Mike


**
Michael P. Fay, PhD
Mathematical Statistician
National Institute of Allergy and Infectious Diseases
Tel: 301-451-5124   Fax:301-480-0912
(U.S. postal mail address)   
6700B Rockledge Drive MSC 7609
Bethesda, MD 20892-7609
(Overnight mail address)
6700-A Rockledge Drive, Room 5133
Bethesda, MD 20817
**

Disclaimer: 

The information in this e-mail and any of its attachments is confidential and 
may contain sensitive information. It should not be used by anyone who is not 
the original intended recipient. If you have received this e-mail in error 
please inform the sender and delete it from your mailbox or any other storage 
devices. National Institute of Allergy and Infectious Diseases shall not accept 
liability for any statements made that are sender's own and not expressly made 
on behalf of the NIAID by one of its representatives



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