Monte Carlo study of the power of the three \(T^2\) tests and the AD/CvM tests against a set of alternative distributions, with optional size-correction.
Usage
power_study(
n = 100,
Nsim = 1000,
eta = 0.05,
alternatives = names(.ALT_CONFIGS),
use_bootstrap = FALSE,
B = NULL,
seed = 2025,
verbose = TRUE
)Arguments
- n
Integer; sample size.
- Nsim
Integer; number of Monte Carlo replications.
- eta
Numeric; nominal significance level.
- alternatives
Character vector of alternative names to evaluate.
- use_bootstrap
Logical; use bootstrap calibration.
- B
Integer; bootstrap replicates.
- seed
Integer random seed.
- verbose
Logical; print progress.
Examples
# \donttest{
power_study(n = 100, Nsim = 100)
#> Frechet done (valid=100): T2_23=0.520 T2_123=0.160 T2_full=1.000 AD=0.960 CvM=0.900
#> Gamma done (valid=100): T2_23=0.770 T2_123=0.700 T2_full=0.810 AD=0.000 CvM=0.000
#> InvGamma done (valid=100): T2_23=0.810 T2_123=0.400 T2_full=1.000 AD=0.590 CvM=0.390
#> LogNormal done (valid=100): T2_23=1.000 T2_123=0.990 T2_full=0.990 AD=0.130 CvM=0.060
#> LogLogistic done (valid=100): T2_23=0.330 T2_123=0.440 T2_full=0.960 AD=0.370 CvM=0.300
#> $Frechet
#> $Frechet$power
#> T2_23_chi T2_123_chi T2_full_chi T2_23_F T2_123_F T2_full_F
#> 0.52 0.16 1.00 0.50 0.16 1.00
#> AD CvM
#> 0.96 0.90
#>
#> $Frechet$valid
#> [1] 100
#>
#>
#> $Gamma
#> $Gamma$power
#> T2_23_chi T2_123_chi T2_full_chi T2_23_F T2_123_F T2_full_F
#> 0.77 0.70 0.81 0.77 0.70 0.76
#> AD CvM
#> 0.00 0.00
#>
#> $Gamma$valid
#> [1] 100
#>
#>
#> $InvGamma
#> $InvGamma$power
#> T2_23_chi T2_123_chi T2_full_chi T2_23_F T2_123_F T2_full_F
#> 0.81 0.40 1.00 0.81 0.38 1.00
#> AD CvM
#> 0.59 0.39
#>
#> $InvGamma$valid
#> [1] 100
#>
#>
#> $LogNormal
#> $LogNormal$power
#> T2_23_chi T2_123_chi T2_full_chi T2_23_F T2_123_F T2_full_F
#> 1.00 0.99 0.99 1.00 0.99 0.99
#> AD CvM
#> 0.13 0.06
#>
#> $LogNormal$valid
#> [1] 100
#>
#>
#> $LogLogistic
#> $LogLogistic$power
#> T2_23_chi T2_123_chi T2_full_chi T2_23_F T2_123_F T2_full_F
#> 0.33 0.44 0.96 0.32 0.44 0.96
#> AD CvM
#> 0.37 0.30
#>
#> $LogLogistic$valid
#> [1] 100
#>
#>
# }