## test the analytical OC function via brute force simulation set.seed(12354) ## expect results to be 1% exact eps <- 1e-2 ## here we test against the reference Neuenschwander et al., ## Statist. Med. 2011, 30, 1618 (*the* double criterion paper) ## Example for Figure 3 s <- 2 theta_ni <- 0.4 theta_a <- 0 alpha <- 0.05 beta <- 0.2 za <- qnorm(1-alpha) n1 <- 155 c1 <- theta_ni - za * s / sqrt(n1) thetaA <- c(theta_a, theta_ni) ## standard NI design, tests only statistical significance to be ## smaller than theta_ni with 1-alpha certainty decA <- decision1S(1 - alpha, theta_ni, lower.tail=TRUE) prior <- mixnorm(c(1,0,100), sigma=s) test_scenario <- function(oc_res, ref) { resA <- oc_res - ref expect_true(all(abs(resA) < eps)) } test_that("Classical NI design critical value", { expect_true( abs(decision1S_boundary(prior, 155, decA) - c1) < eps) }) ## n set to give power 80% to detect 0 and type I error 5% for no ## better than theta_ni test_that("Classical NI design at target sample size for OCs", { test_scenario(oc1S(prior, 155, decA)(thetaA), c(1-beta, alpha)) }) test_that("Classical NI design at increased sample size for OCs", { test_scenario(oc1S(prior, 233, decA)(thetaA), c(1-0.08, alpha)) }) test_that("Classical NI design at decreased sample size for OCs", { test_scenario(oc1S(prior, 77, decA)(thetaA), c(1-0.45, alpha)) }) ## now double criterion with indecision point (mean estimate must be ## lower than this) theta_c <- c1 ## statistical significance dec1 <- decision1S(1-alpha, theta_ni, lower.tail=TRUE) ## require mean to be at least as good as theta_c dec2 <- decision1S(0.5, theta_c, lower.tail=TRUE) ## combination decComb <- decision1S(c(1-alpha, 0.5), c(theta_ni, theta_c), lower.tail=TRUE) thetaD <- c(theta_c, theta_ni) ## since theta_c == c1, both decision criteria are the same for n = ## 155 test_that("Double criterion NI design at target sample size for OCs, combined ", { test_scenario(oc1S(prior, 155, decComb)(thetaD), c(0.50, alpha)) }) test_that("Double criterion NI design at target sample size for OCs, stat criterion", { test_scenario(oc1S(prior, 155, dec1)(thetaD), c(0.50, alpha)) }) test_that("Double criterion NI design at target sample size for OCs, mean criterion", { test_scenario(oc1S(prior, 155, dec2)(thetaD), c(0.50, alpha)) }) ## at an increased sample size only the mean criterion is active test_that("Double criterion NI design at increased sample size for OCs, combined ", { test_scenario(oc1S(prior, 233, decComb)(thetaD), c(0.50, 0.02)) }) test_that("Double criterion NI design at increased sample size for OCs, mean criterion", { test_scenario(oc1S(prior, 233, dec2)(thetaD), c(0.50, 0.02)) }) ## at a decreased sample size only the stat criterion is active test_that("Double criterion NI design at decreased sample size for OCs, combined ", { test_scenario(oc1S(prior, 78, decComb)(thetaD), c(1-0.68, alpha)) }) test_that("Double criterion NI design at decreased sample size for OCs, stat criterion", { test_scenario(oc1S(prior, 78, dec1)(thetaD), c(1-0.68, alpha)) }) ## test type 1 error and correctness of critical values wrt to ## lower.tail=TRUE/FALSE dec1b <- decision1S(1-alpha, theta_ni, lower.tail=FALSE) ## design object, decision function, posterior function must return ## posterior after updatding the prior with the given value test_critical_discrete <- function(crit, decision, posterior) { lower.tail <- attr(decision, "lower.tail") if(lower.tail) { expect_equal(decision(posterior(crit-1)), 1) expect_equal(decision(posterior(crit )), 1) expect_equal(decision(posterior(crit+1)), 0) } else { expect_equal(decision(posterior(crit-1)), 0) expect_equal(decision(posterior(crit )), 0) expect_equal(decision(posterior(crit+1)), 1) } } ## binary case beta_prior <- mixbeta(c(1, 1, 1)) design_binary <- oc1S(beta_prior, 1000, dec1) design_binaryB <- oc1S(beta_prior, 1000, dec1b) crit1 <- decision1S_boundary(beta_prior, 1000, dec1) crit1B <- decision1S_boundary(beta_prior, 1000, dec1b) posterior_binary <- function(r) postmix(beta_prior, r=r, n=1000) test_that("Binary type I error rate", { test_scenario(design_binary(theta_ni), alpha) }) test_that("Binary crticial value, lower.tail=TRUE", { test_critical_discrete(crit1, dec1, posterior_binary) }) test_that("Binary crticial value, lower.tail=FALSE", { test_critical_discrete(crit1B, dec1b, posterior_binary) }) test_that("Binary boundary case, lower.tail=TRUE", { expect_numeric(design_binary( 1), lower=0, upper=1, finite=TRUE, any.missing=FALSE) }) test_that("Binary boundary case, lower.tail=FALSE", { expect_numeric(design_binaryB(0), lower=0, upper=1, finite=TRUE, any.missing=FALSE) }) ## poisson case gamma_prior <- mixgamma(c(1, 2, 2)) dec_count <- decision1S(1-alpha, 1, lower.tail=TRUE) dec_countB <- decision1S(1-alpha, 1, lower.tail=FALSE) design_poisson <- oc1S(gamma_prior, 1000, dec_count) design_poissonB <- oc1S(gamma_prior, 1000, dec_countB) pcrit1 <- decision1S_boundary(gamma_prior, 1000, dec_count) pcrit1B <- decision1S_boundary(gamma_prior, 1000, dec_countB) posterior_poisson <- function(m) postmix(gamma_prior, m=m/1000, n=1000) test_that("Poisson type I error rate", { test_scenario(design_poisson(1), alpha) } ) test_that("Poisson critical value, lower.tail=TRUE", { test_critical_discrete(pcrit1, dec_count, posterior_poisson) }) test_that("Poisson critical value, lower.tail=FALSE", { test_critical_discrete(pcrit1B, dec_countB, posterior_poisson) })