Learn R Programming

EnvStats (version 2.1.0)

plotPredIntNormSimultaneousTestPowerCurve: Power Curves for Sampling Design for Test Based on Simultaneous Prediction Interval for Normal Distribution

Description

Plot power vs. $\Delta/\sigma$ (scaled minimal detectable difference) for a sampling design for a test based on a simultaneous prediction interval for a normal distribution.

Usage

plotPredIntNormSimultaneousTestPowerCurve(n = 8, df = n - 1, n.mean = 1, 
    k = 1, m = 2, r = 1, rule = "k.of.m", range.delta.over.sigma = c(0, 5), 
    pi.type = "upper", conf.level = 0.95, r.shifted = r, 
    K.tol = .Machine$double.eps^(1/2), integrate.args.list = NULL, 
    plot.it = TRUE, add = FALSE, n.points = 20, plot.col = "black", 
    plot.lwd = 3 * par("cex"), plot.lty = 1, digits = .Options$digits, 
    cex.main = par("cex"), ..., main = NULL, xlab = NULL, ylab = NULL, type = "l")

Arguments

n
positive integer greater than 2 indicating the sample size upon which the prediction interval is based. The default is value is n=8.
df
positive integer indicating the degrees of freedom associated with the sample size. The default value is df=n-1.
n.mean
positive integer specifying the sample size associated with the future average(s). The default value is n.mean=1 (i.e., individual observations). Note that all future averages must be based on the same sample size.
k
for the $k$-of-$m$ rule (rule="k.of.m"), positive integer specifying the minimum number of observations (or averages) out of $m$ observations (or averages) (all obtained on one future sampling occassion) the predi
m
positive integer specifying the maximum number of future observations (or averages) on one future sampling occasion. The default value is m=2, except when rule="Modified.CA", in which case this argum
r
positive integer specifying the number of future sampling occasions. The default value is r=1.
rule
character string specifying which rule to use. The possible values are "k.of.m" ($k$-of-$m$ rule; the default), "CA" (California rule), and "Modified.CA" (modified California rule). See the DETAILS sect
range.delta.over.sigma
numeric vector of length 2 indicating the range of the x-variable to use for the plot. The default value is range.delta.over.sigma=c(0,5).
pi.type
character string indicating what kind of prediction interval to compute. The possible values are pi.type="upper" (the default), and pi.type="lower".
conf.level
numeric scalar between 0 and 1 indicating the confidence level of the prediction interval. The default value is conf.level=0.95.
r.shifted
positive integer between 1 and r specifying the number of future sampling occasions for which the mean is shifted by $\Delta/\sigma$. The default value is r.shifted=r.
K.tol
numeric scalar indicating the tolerance to use in the nonlinear search algorithm to compute $K$. The default value is K.tol=.Machine$double.eps^(1/2). For many applications, the value of $K$ needs to be known only to the second
integrate.args.list
a list of arguments to supply to the integrate function. The default value is integrate.args.list=NULL which means that the default values of
plot.it
a logical scalar indicating whether to create a plot or add to the existing plot (see explanation of the argument add below) on the current graphics device. If plot.it=FALSE, no plot is produced, but a list of (x,y) valu
add
a logical scalar indicating whether to add the design plot to the existing plot (add=TRUE), or to create a plot from scratch (add=FALSE). The default value is add=FALSE. This argument is ignored if pl
n.points
a numeric scalar specifying how many (x,y) pairs to use to produce the plot. There are n.points x-values evenly spaced between range.x.var[1] and range.x.var[2]. The default value is n.points=100.
plot.col
a numeric scalar or character string determining the color of the plotted line or points. The default value is plot.col="black". See the entry for col in the help file for par
plot.lwd
a numeric scalar determining the width of the plotted line. The default value is 3*par("cex"). See the entry for lwd in the help file for par for more information.
plot.lty
a numeric scalar determining the line type of the plotted line. The default value is plot.lty=1. See the entry for lty in the help file for par for more information.
digits
a scalar indicating how many significant digits to print out on the plot. The default value is the current setting of options("digits").
cex.main, main, xlab, ylab, type, ...
additional graphical parameters (see par).

Value

  • plotPredIntNormSimultaneousTestPowerCurve invisibly returns a list with components:
  • x.varx-coordinates of points that have been or would have been plotted.
  • y.vary-coordinates of points that have been or would have been plotted.

Details

See the help file for predIntNormSimultaneousTestPower for information on how to compute the power of a hypothesis test for the difference between two means of normal distributions based on a simultaneous prediction interval for a normal distribution.

References

See the help file for predIntNormSimultaneous.

See Also

predIntNormSimultaneous, predIntNormSimultaneousK, predIntNormSimultaneousTestPower, predIntNorm, predIntNormK, predIntNormTestPower, Prediction Intervals, Normal.

Examples

Run this code
# USEPA (2009) contains an example on page 19-23 that involves monitoring 
  # nw=100 compliance wells at a large facility with minimal natural spatial 
  # variation every 6 months for nc=20 separate chemicals.  
  # There are n=25 background measurements for each chemical to use to create
  # simultaneous prediction intervals.  We would like to determine which kind of
  # resampling plan based on normal distribution simultaneous prediction intervals to
  # use (1-of-m, 1-of-m based on means, or Modified California) in order to have
  # adequate power of detecting an increase in chemical concentration at any of the
  # 100 wells while at the same time maintaining a site-wide false positive rate
  # (SWFPR) of 10% per year over all 4,000 comparisons 
  # (100 wells x 20 chemicals x semi-annual sampling).

  # The function predIntNormSimultaneousTestPower includes the argument "r" 
  # that is the number of future sampling occasions (r=2 in this case because 
  # we are performing semi-annual sampling), so to compute the individual test 
  # Type I error level alpha.test (and thus the individual test confidence level), 
  # we only need to worry about the number of wells (100) and the number of 
  # constituents (20): alpha.test = 1-(1-alpha)^(1/(nw x nc)).  The individual 
  # confidence level is simply 1-alpha.test.  Plugging in 0.1 for alpha, 
  # 100 for nw, and 20 for nc yields an individual test confidence level of 
  # 1-alpha.test = 0.9999473.

  nc <- 20
  nw <- 100
  conf.level <- (1 - 0.1)^(1 / (nc * nw))
  conf.level
  #[1] 0.9999473

  # The help file for predIntNormSimultaneousTestPower shows how to 
  # create the results below for various sampling plans:

  #         Rule k m N.Mean    K Power Total.Samples
  #1      k.of.m 1 2      1 3.16  0.39             2
  #2      k.of.m 1 3      1 2.33  0.65             3
  #3      k.of.m 1 4      1 1.83  0.81             4
  #4 Modified.CA 1 4      1 2.57  0.71             4
  #5      k.of.m 1 1      2 3.62  0.41             2
  #6      k.of.m 1 2      2 2.33  0.85             4
  #7      k.of.m 1 1      3 2.99  0.71             3

  # The above table shows the K-multipliers for each prediction interval, along with
  # the power of detecting a change in concentration of three standard deviations at
  # any of the 100 wells during the course of a year, for each of the sampling
  # strategies considered.  The last three rows of the table correspond to sampling
  # strategies that involve using the mean of two or three observations.

  # Here is the power curve for the 1-of-4 sampling strategy:

  dev.new()
  plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 4, r = 2, 
    rule="k.of.m", pi.type = "upper",  conf.level = conf.level,  
    xlab = "SD Units Above Background", main = "")

  title(main = paste(
    "Power Curve for 1-of-4 Sampling Strategy Based on 25 Background", 
    "Samples, SWFPR=10%, and 2 Future Sampling Periods", sep = ""))

  #----------

  # Here are the power curves for the first four sampling strategies.  
  # Because this takes several seconds to run, here we have commented out 
  # the R commands.  To run this example, just remove the pound signs (#) 
  # from in front of the R commands.

  #dev.new()
  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 4, r = 2, 
  #  rule="k.of.m", pi.type = "upper",  conf.level = conf.level,  
  #  xlab = "SD Units Above Background", main = "")

  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 3, r = 2, 
  #  rule="k.of.m", pi.type = "upper",  conf.level = conf.level, add = TRUE, 
  #  plot.col = "red", plot.lty = 2)

  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 2, r = 2, 
  #  rule="k.of.m", pi.type = "upper",  conf.level = conf.level, add = TRUE, 
  #  plot.col = "blue", plot.lty = 3)

  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, r = 2, rule="Modified.CA", 
  #  pi.type = "upper", conf.level = conf.level, add = TRUE, plot.col = "green3",
  #  plot.lty = 4)

  #legend(0, 1, c("1-of-4", "Modified CA", "1-of-3", "1-of-2"), 
  #  col = c("black", "green3", "red", "blue"), lty = c(1, 4, 2, 3),
  #  lwd = 3 * par("cex"), bty = "n") 

  #title(main = paste("Power Curves for 4 Sampling Strategies Based on 25 Background", 
  #  "Samples, SWFPR=10\%, and 2 Future Sampling Periods", sep = "\n"))

  #----------

  # Here are the power curves for the last 3 sampling strategies.  
  # Because this takes several seconds to run, here we have commented out 
  # the R commands.  To run this example, just remove the pound signs (#) 
  # from in front of the R commands.

  #dev.new()
  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 2, n.mean = 2, 
  #  r = 2, rule="k.of.m", pi.type = "upper", conf.level = conf.level, 
  #  xlab = "SD Units Above Background", main = "")

  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 1, n.mean = 2, 
  #  r = 2, rule="k.of.m", pi.type = "upper", conf.level = conf.level, add = TRUE,
  #  plot.col = "red", plot.lty = 2)

  #plotPredIntNormSimultaneousTestPowerCurve(n = 25, k = 1, m = 1, n.mean = 3, 
  #  r = 2, rule="k.of.m", pi.type = "upper", conf.level = conf.level, add = TRUE,
  #  plot.col = "blue", plot.lty = 3)

  #legend(0, 1, c("1-of-2, Order 2", "1-of-1, Order 3", "1-of-1, Order 2"), 
  #  col = c("black", "blue", "red"), lty = c(1, 3, 2), lwd = 3 * par("cex"), 
  #  bty="n")

  #title(main = paste("Power Curves for 3 Sampling Strategies Based on 25 Background", 
  #  "Samples, SWFPR=10\%, and 2 Future Sampling Periods", sep = "\n"))

  #==========

  # Clean up
  #---------
  rm(nc, nw, conf.level)
  graphics.off()

Run the code above in your browser using DataLab