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find.ncp = Vectorize(function(a=.05, b=.2, df=1){ | |
cr = qchisq(1-a,df) | |
q = optimize(function(q){ | |
(pchisq(cr,df,ncp=q/(1 - q)) - b)^2 | |
},interval = c(0,1))$minimum | |
q / (1 - q) | |
},"b") | |
find.eb = Vectorize(function(a = 0.05, b = .2, df = 1){ | |
ncp = find.ncp(a, b, df) | |
qchisq(a, 1, ncp) | |
},"b") | |
find.p = Vectorize(function(a = 0.05, b = .2, df = 1){ | |
1 - pchisq(find.eb(a,b,df),1) | |
},"a") | |
alpha = .05 | |
beta = .8 | |
crit = qchisq(1-alpha,1) | |
ncp = find.ncp(a=alpha, b=1-beta) | |
eb = find.eb(alpha, 1-beta) | |
p0 = find.p(alpha, 1-beta) | |
xx = seq(0, 50, len = 500) | |
plot(xx, dchisq(xx, 1, ncp), ty='l', col="blue",lwd=2, lty=2, | |
axes=FALSE,xaxs='i',yaxs='i', xpd = TRUE, | |
ylab = "Density", xlab = "Samp. dist. of Z^2") | |
abline(v=crit, lty=2, col="red") | |
abline(h = 0, col = rgb(0,0,0,.4)) | |
lines(xx, dchisq(xx, 1), col="red",lwd=2, lty=2) | |
N = seq(10,100) | |
pchisq(find.eb(alpha, 1-pow),1,find.ncp(alpha,1-pow)) | |
pchisq(find.eb(alpha, ),1) | |
################ | |
find.ncp.f = Vectorize(function(a=.05, b=.2, df1=1,df2=1){ | |
cr = qf(1-a,df1,df2) | |
q = optimize(function(q){ | |
(pf(cr,df1,df2,ncp=q/(1-q)) - b)^2 | |
},interval = c(0,1))$minimum | |
q / (1 - q) | |
},"df2") | |
find.eb.f = Vectorize(function(a = 0.05, b = .2, df1 = 1,df2 = 1){ | |
ncp = find.ncp.f(a, b, df1, df2) | |
qf(a, df1, df2, ncp) | |
},"df2") | |
find.p.f = Vectorize(function(a = 0.05, b = .2, df1 = 1, df2 = 1){ | |
1 - pf(find.eb.f(a,b,df1, df2),df1,df2) | |
},"df2") | |
alpha = .05 | |
beta = .2 | |
N = 6:500 | |
J = 2 | |
df1 = J-1 | |
df2 = J*(N-1) | |
crit = qf(1-alpha,df1,df2) | |
ncp = find.ncp.f(a=alpha, b=beta, df1, df2) | |
eb = find.eb.f(alpha, beta, df1, df2) | |
p0 = find.p.f(alpha, beta, df1, df2) | |
# check results | |
# should be alpha | |
1 - pf(crit, df1, df2) | |
# Should be power, except for optimization errors | |
1 - pf(crit, df1, df2, ncp) | |
# should be alpha, except for optimization errors | |
pf(eb, df1, df2, ncp) | |
plot(N, p0,ty='l',log="x",ylim=c(0,.3),las=1,ylab="Critical p",main="One way ANOVA") | |
mtext("alpha=.05, beta = .2",3,.1,adj=1) | |
text(max(N),max(p0),paste0("J=",J), adj=c(1,1)) | |
J = 3 | |
df1 = J-1 | |
df2 = J*(N-1) | |
p0 = find.p.f(alpha, beta, df1, df2) | |
lines(N, p0, col = "red") | |
text(max(N),max(p0),paste0("J=",J), adj=c(1,1), col="red") | |
J = 4 | |
df1 = J-1 | |
df2 = J*(N-1) | |
p0 = find.p.f(alpha, beta, df1, df2) | |
lines(N, p0, col = "blue") | |
text(max(N),max(p0),paste0("J=",J), adj=c(1,1), col="blue") | |
J = 5 | |
df1 = J-1 | |
df2 = J*(N-1) | |
crit = qf(1-alpha,df1,df2) | |
ncp = find.ncp.f(a=alpha, b=beta, df1, df2) | |
eb = find.eb.f(alpha, beta, df1, df2) | |
p0 = find.p.f(alpha, beta, df1, df2) | |
# check results | |
# should be alpha | |
1 - pf(crit, df1, df2) | |
# Should be power, except for optimization errors | |
1 - pf(crit, df1, df2, ncp) | |
# should be alpha, except for optimization errors | |
pf(eb, df1, df2, ncp) | |
lines(N, p0, col = "darkgreen") | |
text(max(N),max(p0),paste0("J=",J), adj=c(1,1), col="darkgreen") |
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