version 0.1.2.1

DESCRIPTION

@@ -1,12 +1,12 @@
 Package: BoundEdgeworth
 Type: Package
 Title: Bound on the Error of the First-Order Edgeworth Expansion
-Version: 0.1.1
+Version: 0.1.2.1
 Authors@R: c(
-    person("Alexis", "Derumigny",, email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
-    person("Lucas", "Girard",, email = "lucas.girard@ensae.fr", role = "aut"),
-    person("Yannick", "Guyonvarch",, email = "yannick.guyonvarch@inrae.fr", role = "aut")
-	)
+  person("Alexis", "Derumigny",, email = "a.f.f.derumigny@tudelft.nl", role = c("aut", "cre"), comment = c(ORCID = "0000-0002-6163-8097")),
+  person("Lucas", "Girard",, email = "lucas.girard@ensae.fr", role = "aut"),
+  person("Yannick", "Guyonvarch",, email = "yannick.guyonvarch@inrae.fr", role = "aut")
+  )
 Description: Computes uniform bounds on the distance between
   the cumulative distribution function of a standardized sum
   of random variables and its first-order Edgeworth expansion,
@@ -16,13 +16,16 @@ License: GPL-3
 Encoding: UTF-8
 Imports: expint, mathjaxr
 RdMacros: mathjaxr
-RoxygenNote: 7.2.1
+RoxygenNote: 7.2.3
 BugReports: https://github.com/AlexisDerumigny/BoundEdgeworth/issues
+Suggests: spelling, testthat (>= 3.0.0)
+Config/testthat/edition: 3
+Language: en-US
 NeedsCompilation: no
-Packaged: 2022-09-09 08:19:00 UTC; Alexis
+Packaged: 2023-06-16 12:42:31 UTC; aderumigny
 Author: Alexis Derumigny [aut, cre] (<https://orcid.org/0000-0002-6163-8097>),
   Lucas Girard [aut],
   Yannick Guyonvarch [aut]
 Maintainer: Alexis Derumigny <a.f.f.derumigny@tudelft.nl>
 Repository: CRAN
-Date/Publication: 2022-09-12 07:43:07 UTC
+Date/Publication: 2023-06-16 13:50:02 UTC

MD5

@@ -1,14 +1,21 @@
-a47ff3f73831650f62e8c56d892239db *DESCRIPTION
-c7d2009821818144a861d993a00be2e2 *NAMESPACE
+5b172c4f30d51849746fa1459609fa25 *DESCRIPTION
+e3fe87c3b72962971205df8eea5f7025 *NAMESPACE
+3afadc289e66b7fabc8834cca2286530 *NEWS.md
 0c56b9817d330ade6e451aaf8f091ceb *R/Bound_BE.R
-3775124ee71a731f2032c20b435f26d9 *R/Bound_EE1.R
-9e216c640e1237c0081e7af42b2e2420 *R/Bound_EE1_cont.R
-4ce44ed5997a36399dfd367d32e488b7 *R/Bound_EE1_nocont.R
+bf5579ed30f408f48b913d5efdc00b07 *R/Bound_EE1.R
+47db73b323fc86e467827a30f5d9ed78 *R/Bound_EE1_cont.R
+15cc6c240bb93675dab6dd258d333f83 *R/Bound_EE1_nocont.R
 f40db68a4c1ab37e8165dfd3121cff34 *R/Constants.R
+4650690dc946a67190972b7e683ea78c *R/Gauss_test_power.R
 952a9bfaf6543f33e4ececd8d10ff5e1 *R/Rn_iid_integrated.R
 51faabb9ac3a463471d9bb57ad4184c3 *R/Rn_inid_integrated.R
-155f53189af8d24a3b0539dd19faef0e *R/SpecialFunctions.R
-22e997436098dcac422d8cc1837b1c92 *README.md
-5c11e96ea505ae62043ea356846ba22f *build/BoundEdgeworth.pdf
-4ac1dbd568540cfeb61a17b98dc1bc1d *man/Bound_BE.Rd
-5a50f8f24254ae505a22cdba17276fc1 *man/Bound_EE1.Rd
+c2fb7bcc348114e08be04249dcbf4d7a *R/SpecialFunctions.R
+62192faa148b1febc7bc6a1679d5f983 *README.md
+eb52691842fd83563b296b4a2982e715 *build/BoundEdgeworth.pdf
+382382255f36bb75608a86b643638079 *build/stage23.rdb
+4d4624801f5f9222543ac1c7e6e03c62 *man/Bound_BE.Rd
+bbdc0fd456046427f2f2e82d77f6e19e *man/Bound_EE1.Rd
+7963e3ca0da34501bfc9b24004c95717 *man/Gauss_test_powerAnalysis.Rd
+332173f20d20942c02019350ea4dcadc *tests/spelling.R
+4df215d91f5ab78f65bd7b85a6bcba35 *tests/testthat.R
+37fa4e311bbe7eadb63725902205db46 *tests/testthat/test-Bound_EE1.R

NAMESPACE

@@ -2,4 +2,5 @@
 
 export(Bound_BE)
 export(Bound_EE1)
+export(Gauss_test_powerAnalysis)
 import(mathjaxr)

NEWS.md

@@ -0,0 +1,24 @@
+
+# BoundEdgeworth 0.1.2
+
+* New function `Gauss_test_powerAnalysis` for computation of power or sufficient sample size
+  for the one-sided Gauss test. The power (respectively sufficient sample size)
+  are computed in an exact (non-asymptotic) way based on bounds on the Edgeworth expansion.
+  This power holds non-asymptotically and uniformly over all alternatives with a given effect size
+  (under some regularity conditions: bounded kurtosis, tail constraint `kappa`).
+
+* Adding a `verbose` option to `Bound_EE1` to indicate the values of the intermediary terms
+  that are summed to produce the final bound. This can be useful to understand which
+  terms has the largest contribution to the bound.
+
+* Removing pipes in `Lower_incomplete_gamma_for_negative_x` to be compatible with R (< 4.1.0).
+
+
+# BoundEdgeworth 0.1.1
+
+* Documentation update.
+
+
+# BoundEdgeworth 0.1.0
+
+* Initial release.

R/Bound_EE1.R

@@ -2,8 +2,8 @@
 
 #' Uniform bound on Edgeworth expansion
 #'
-#' This function computes a non-aymptotically uniform bound on
-#' the difference between the cdf of a normalized sum of random varialbles
+#' This function computes a non-asymptotically uniform bound on
+#' the difference between the cdf of a normalized sum of random variables
 #' and its 1st order Edgeworth expansion.
 #' It returns a valid value \mjseqn{\delta_n} such that
 #' \mjtdeqn{\sup_{x \in R}
@@ -83,6 +83,12 @@
 #' Any value of \code{eps} will give a valid upper bound but some may give
 #' tighter results than others.
 #'
+#' @param verbose if it is \code{0} the function is silent (no printing).
+#' Higher values of \code{verbose} give more precise information about the computation.
+#' \code{verbose = 1} prints the values of the intermediary terms that are summed
+#' to produce the final bound. This can be useful to understand which term has
+#' the largest contribution to the bound.
+#'
 #' @return A vector of the same size as \code{n} with values \mjseqn{\delta_n}
 #' such that
 #' \mjtdeqn{\sup_{x \in R}
@@ -104,6 +110,10 @@
 #'
 #' @seealso \code{\link{Bound_BE}()} for a Berry-Esseen bound.
 #'
+#' \code{\link{Gauss_test_powerAnalysis}()} for a power analysis of the classical
+#' Gauss test that is uniformly valid based on this bound on the Edgeworth
+#' expansion.
+#'
 #'
 #' @examples
 #' setup = list(continuity = TRUE, iid = FALSE, no_skewness = TRUE)
@@ -142,7 +152,8 @@ Bound_EE1 <- function(
   n,
   K4 = 9, K3 = NULL, lambda3 = NULL, K3tilde = NULL,
   regularity = list(C0 = 1, p = 2),
-  eps = 0.1)
+  eps = 0.1,
+  verbose = 0)
 {
 
   # Check 'setup' argument and define shortcuts
@@ -163,38 +174,43 @@ Bound_EE1 <- function(
 
     if (!iid & !no_skewness) {
       ub_DeltanE = Bound_EE1_nocont_inid_skew (
-        n = n, eps = eps, K4 = K4, K3 = K3, K3tilde = K3tilde, lambda3 = lambda3)
+        n = n, eps = eps, K4 = K4, K3 = K3, K3tilde = K3tilde, lambda3 = lambda3, verbose = verbose)
     } else if (!iid & no_skewness) {
       ub_DeltanE = Bound_EE1_nocont_inid_noskew (
-        n = n, eps = eps, K4 = K4, K3tilde = K3tilde)
+        n = n, eps = eps, K4 = K4, K3tilde = K3tilde, verbose = verbose)
     } else if (iid & !no_skewness) {
       ub_DeltanE = Bound_EE1_nocont_iid_skew (
-        n = n, eps = eps, K4 = K4, K3 = K3, K3tilde = K3tilde, lambda3 = lambda3)
+        n = n, eps = eps, K4 = K4, K3 = K3, K3tilde = K3tilde, lambda3 = lambda3, verbose = verbose)
     } else if (iid & no_skewness) {
       ub_DeltanE = Bound_EE1_nocont_iid_noskew (
-        n = n, eps = eps, K4 = K4, K3tilde = K3tilde)
+        n = n, eps = eps, K4 = K4, K3tilde = K3tilde, verbose = verbose)
     }
 
   # Continuity case (additional regularity conditions)
   } else {
 
     if (!iid & !no_skewness) {
       ub_DeltanE_wo_int_fSn = Bound_EE1_cont_inid_skew_wo_int_fSn (
-        n = n, eps = eps, K4 = K4, K3 = K3, lambda3 = lambda3, K3tilde = K3tilde)
+        n = n, eps = eps, K4 = K4, K3 = K3, lambda3 = lambda3, K3tilde = K3tilde, verbose = verbose)
     } else if (!iid & no_skewness) {
       ub_DeltanE_wo_int_fSn = Bound_EE1_cont_inid_noskew_wo_int_fSn (
-        n = n, eps = eps, K4 = K4, K3tilde = K3tilde)
+        n = n, eps = eps, K4 = K4, K3tilde = K3tilde, verbose = verbose)
     } else if (iid & !no_skewness) {
       ub_DeltanE_wo_int_fSn = Bound_EE1_cont_iid_skew_wo_int_fSn (
-        n = n, eps = eps, K4 = K4, K3 = K3, lambda3 = lambda3, K3tilde = K3tilde)
+        n = n, eps = eps, K4 = K4, K3 = K3, lambda3 = lambda3, K3tilde = K3tilde, verbose = verbose)
     } else if (iid & no_skewness) {
       ub_DeltanE_wo_int_fSn = Bound_EE1_cont_iid_noskew_wo_int_fSn (
-        n = n, eps = eps, K4 = K4, K3 = K3, K3tilde = K3tilde)
+        n = n, eps = eps, K4 = K4, K3 = K3, K3tilde = K3tilde, verbose = verbose)
+    }
+
+    smoothness_additional_term = Smoothness_additional_term(
+      n = n, K3tilde = K3tilde, regularity = regularity, iid = iid)
+
+    if (verbose){
+      cat("Smoothness additional term:", smoothness_additional_term, "\n")
     }
 
-    ub_DeltanE = ub_DeltanE_wo_int_fSn +
-      Smoothness_additional_term(n = n, K3tilde = K3tilde,
-                                 regularity = regularity, iid = iid)
+    ub_DeltanE = ub_DeltanE_wo_int_fSn + smoothness_additional_term
   }
 
   return(ub_DeltanE)
@@ -245,7 +261,8 @@ Smoothness_additional_term <- function(n, K3tilde, regularity, iid){
   )
 
   if (!success) {
-    stop("'regularity' should be either a list with C0 and p, or, in the iid case only, a list with only kappa")
+    stop("'regularity' should be either a list with C0 and p; or, ",
+         "in the iid case only, a list with only kappa")
   }
 
   return (result)