## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----include = FALSE, echo = FALSE-------------------------------------------- Sys.setenv(LANGUAGE="en") ## ----data--------------------------------------------------------------------- library(robust2sls) # create parameters p <- generate_param(3, 2, 3, sigma = 2, intercept = TRUE, seed = 42) # draw random sample of 1000 observations following the model d <- generate_data(parameters = p, n = 1000)$data ## ----single_alg--------------------------------------------------------------- model <- outlier_detection(data = d, formula = p$setting$formula, ref_dist = "normal", sign_level = 0.05, initial_est = "robustified", iterations = 5) print(model) ## ----multiple_alg------------------------------------------------------------- # choose which gamma values to use gammas <- seq(0.01, 0.05, 0.01) # register backend library(doFuture) registerDoFuture() plan(sequential) models <- multi_cutoff(gamma = gammas, data = d, formula = p$setting$formula, ref_dist = "normal", initial_est = "robustified", iterations = 5) length(models) ## ----proptest----------------------------------------------------------------- # using a single robust2sls object proptest(model, alpha = 0.05, iteration = 5, one_sided = FALSE) # using a list of robust2sls objects proptest(models, alpha = 0.05, iteration = 5, one_sided = TRUE) ## ----proptest simes----------------------------------------------------------- proptests <- proptest(models, alpha = 0.05, iteration = 5, one_sided = TRUE) a <- globaltest(tests = proptests, global_alpha = 0.05) # decision for global hypothesis test a$reject # details for the Simes procedure a$tests[, c("iter_test", "iter_act", "gamma", "t", "pval", "alpha_adj", "reject_adj")] ## ----counttest---------------------------------------------------------------- # using a single robust2sls object counttest(model, alpha = 0.05, iteration = 5, one_sided = FALSE) # using a list of robust2sls objects counttest(models, alpha = 0.05, iteration = 5, one_sided = TRUE) ## ----counttest simes---------------------------------------------------------- counttests <- counttest(models, alpha = 0.05, iteration = 5, one_sided = TRUE) b <- globaltest(tests = counttests, global_alpha = 0.05) # decision for global hypothesis test b$reject # details for the Simes procedure b$tests[, c("iter_test", "iter_act", "gamma", "num_act", "num_exp", "pval", "alpha_adj", "reject_adj")] ## ----sumtest------------------------------------------------------------------ c <- sumtest(models, alpha = 0.05, iteration = 1, one_sided = FALSE) attr(c, "gammas") ## ----suptest------------------------------------------------------------------ d <- suptest(models, alpha = 0.05, iteration = 5) attr(d, "gammas") attr(d, "critical")