| Title: | Safe Anytime Valid Inference for Linear Models |
| Version: | 0.1.0 |
| Description: | Anytime-valid inference for linear models, namely, sequential t-tests, sequential F-tests, and confidence sequences with time-uniform Type-I error and coverage guarantees. This allows hypotheses to be continuously tested without sacrificing false positive guarantees. It is based on the methods documented in Lindon et al. (2022) <doi:10.48550/arXiv.2210.08589>. |
| License: | MIT + file LICENSE |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.3.2 |
| Suggests: | testthat (≥ 3.0.0) |
| Config/testthat/edition: | 3 |
| NeedsCompilation: | no |
| Packaged: | 2025-04-20 01:18:55 UTC; mlindon |
| Author: | Michael Lindon [aut, cre] |
| Maintainer: | Michael Lindon <michael.s.lindon@gmail.com> |
| Repository: | CRAN |
| Date/Publication: | 2025-04-23 10:10:06 UTC |
Anytime-valid Conversion Generic Function
Description
This generic function converts a fitted model object into an anytime-valid version. The conversion is performed by the appropriate S3 method based on the class of the input model.
Usage
av(model, g = 1, ...)
Arguments
model |
A fitted model object (e.g., an object of class |
g |
An integer precision parameter for anytime-valid inference. Defaults to 1. |
... |
Additional arguments passed to the method. |
Value
An enhanced version of model with anytime-valid inference capabilities.
Convert an aov Object to Anytime-Valid aov (avaov)
Description
Converts an object of class aov to an anytime-valid version by setting the
precision parameter g as an attribute and updating the class.
Usage
## S3 method for class 'aov'
av(model, g = 1, ...)
Arguments
model |
An |
g |
An integer precision parameter for anytime-valid inference. Default is 1. |
... |
Additional arguments passed to or from other methods. |
Value
An object of class avaov with anytime-valid p-values.
Convert a Linear Model (lm) Object to Anytime-Valid lm (avlm)
Description
Converts an lm object into an anytime-valid version by storing a precision parameter
g as an attribute and updating the object's class. The resulting object supports anytime-valid inference.
Usage
## S3 method for class 'lm'
av(model, g = 1, vcov_estimator = NULL, ...)
Arguments
model |
An |
g |
An integer precision parameter for anytime-valid inference. Default is 1. |
vcov_estimator |
Optional character string specifying the type of robust standard errors
to use. Must be one of |
... |
Additional arguments passed to or from other methods. |
Value
An enhanced lm object of class avlm with anytime-valid inference capabilities.
Examples
# Fit a linear model on the built-in mtcars dataset
fit <- lm(mpg ~ wt + hp, data = mtcars)
# Convert the standard lm object to an anytime-valid avlm object
av_fit <- av(fit, g = 1)
# Print the summary of the anytime-valid model
summary(av_fit)
Confidence Intervals for Anytime-Valid lm (avlm) Objects
Description
Computes confidence intervals for the coefficients of an avlm object by adjusting
the standard errors using the precision parameter g and an anytime-valid approach.
Usage
## S3 method for class 'avlm'
confint(object, parm, level = 0.95, ...)
Arguments
object |
An |
parm |
A specification of which parameters are to be given confidence intervals; can be a vector of numbers or names. |
level |
The confidence level required for the intervals. Defaults to 0.95. |
... |
Additional arguments passed to or from other methods. |
Value
A matrix with the lower and upper confidence limits for the specified parameters.
Examples
# Fit a simple linear model using the mtcars dataset
fit <- lm(mpg ~ wt + hp, data = mtcars)
# Convert the standard lm object to an anytime-valid avlm object with precision parameter g = 1
av_fit <- av(fit, g = 1)
# Calculate and print confidence intervals for the coefficients
conf_intervals <- confint(av_fit)
print(conf_intervals)
Computes the value of g such that width of the 1-\alpha confidence interval
at sample size n is minimized
Description
Computes the value of g such that width of the 1-\alpha confidence interval
at sample size n is minimized
Usage
optimal_g(n, number_of_coefficients, alpha)
Arguments
n |
A positive sample size integer. |
number_of_coefficients |
A positive integer of coefficients in the full model |
alpha |
A positive numeric scalar in (0,1) for nominal Type I error. |
Value
A positive numeric scalar representing the optimal g that minimizes the CI width.
Examples
n <- 10000
alpha <- 0.05
g_star <- optimal_g(n, 5, alpha)
cat("The optimal g is:", g_star, "\n")
Print Method for summary.avaov Objects
Description
This method prints the summary of an avaov object. It captures the output
from the default printing method, substitutes the header "Pr(>F)" with "p value", and adds
a note indicating that anytime-valid inference is used.
Usage
## S3 method for class 'summary.avaov'
print(
x,
digits = max(3L, getOption("digits") - 3L),
signif.stars = getOption("show.signif.stars"),
...
)
Arguments
x |
An object of class |
digits |
The number of significant digits to use when printing. Defaults to a value based on options. |
signif.stars |
Logical indicating whether significance stars should be printed. |
... |
Additional arguments passed to or from other methods. |
Value
Invisibly returns the summary object.
Print Method for summary.avlm Objects
Description
Custom print method for summary.avlm objects that mimics the standard summary.lm output,
but replaces p-value column headers and includes anytime-valid annotations.
Usage
## S3 method for class 'summary.avlm'
print(
x,
digits = max(3L, getOption("digits") - 3L),
signif.stars = getOption("show.signif.stars"),
...
)
Arguments
x |
An object of class |
digits |
The number of significant digits to use when printing. Defaults based on system options. |
signif.stars |
Logical indicating whether significance stars should be printed. |
... |
Additional arguments passed to or from other methods. |
Value
Invisibly returns the summary object.
Summary Method for Anytime-Valid aov Objects
Description
This method produces a summary for objects of class avaov. It first calls the
default summary.aov method and then replaces the standard p-values with anytime-valid p-values
calculated using the precision parameter g.
Usage
## S3 method for class 'avaov'
summary(object, ...)
Arguments
object |
An object of class |
... |
Additional arguments passed to or from other methods. |
Value
A summary object of class summary.avaov that includes the anytime-valid p-values.
Examples
# Fit an ANOVA model to the iris dataset.
# This model tests whether the sepal length differs by species.
fit_aov <- aov(Sepal.Length ~ Species, data = iris)
# Convert the standard aov object to an anytime-valid aov (avaov) with precision parameter g = 1.
av_fit_aov <- av(fit_aov, g = 1)
# Print the summary of the anytime-valid ANOVA model.
# The summary replaces standard p-values with anytime-valid p-values.
summary(av_fit_aov)
Summary Method for Anytime-Valid lm (avlm) Objects
Description
Computes a summary for an avlm object, a linear model enhanced with anytime-valid inference.
In addition to the standard lm summary statistics, the p-values for the coefficient tests are
recalculated using an anytime-valid method.
Usage
## S3 method for class 'avlm'
summary(object, ...)
Arguments
object |
An |
... |
Additional arguments passed to or from other methods. |
Value
A summary object of class summary.avlm that includes updated p-values for the coefficients.