How to use the sprtt package

Note

The data sets used below are included in the sprtt package. Thus, the data sets are available when the package is loaded.
In the R code sections:
- # comment: is a comment
- function(): is R code
- #> results of function(): is console output

Overview

The sprtt package is a sequential probability ratio tests toolbox (sprtt). This vignette demonstrates the usage of the package using the seq_ttest() function and all arguments with short examples. The theoretical background of the sequential t-test will not be covered by this vignette.

The seq_ttest() function has arguments to specify the requested sequential t-test. The table below shows all possible combinations which can be performed with the package.

	Two-sample test	One-sample test
Two-sided	x	x
One-sided	x	x
Paired (repeated measures)	x

Other recommended vignettes cover:

the theoretical background and
an extended use case.

Installation

Prior to using the sprtt package it must be installed and loaded. The latest release version of the package can either be installed from CRAN or in the latest development version from GitHub. More information for the installation can be found here.

# load the package
library(sprtt)

What does the package contain?

The sprtt package contains:

seq_ttest() : a function which performs sequential t-tests
df_income: a set of data to run the examples given in this vignette
df_stress: a set of data to run the examples given in this vignette
df_cancer: a set of data to run the examples given in this vignette

How do I use the seq_ttest() function?

The seq_ttest() function works similarly to the t.test() function from the stats package if one is familiar with that already.

Sequential t-tests require some specification from the user:

the variables, which contain the data,
the error probability alpha,
the power (1 - 𝛽),
the effect size Cohen`s d, which represents the expected effect size or the lowest effect size of interest, and
optional arguments to further specify the test.

However, in some cases, it is not necessary to specify all arguments because some of them have default values. If these values are the ones required, they can be skipped.

Argument	Default value	Input option
x	-	formula or numeric input
y	NULL	numeric vector
data	NULL	data frame
mu	0	numeric value
d	-	numeric value
alpha	0.05	numeric value between 0 and 1
power	0.95	numeric value between 0 and 1
alternative	“two.sided”	“two.sided”, “greater”, “less”
paired	FALSE	TRUE or FALSE
na.rm	TRUE	TRUE or FALSE
verbose	TRUE	TRUE or FALSE

There are two different ways how the data can be transferred into the function. The x argument takes either formula or numeric input. Which input option is recommended depends on the structure of the data.

x argument: formula input

The formula input is used when both groups are merged in one variable and there is a second variable that indicates group membership. This input option uses the x argument and the data argument if the variables are stored in a data frame.

Two-sample test

# show data frame --------------------------------------------------------------
head(df_income)
#>   monthly_income    sex
#> 1       4091.001 female
#> 2       3274.591   male
#> 3       2696.436 female
#> 4       3826.413   male
#> 5       3522.478 female
#> 6       2563.597   male

# sequential t-test: data argument ---------------------------------------------
seq_ttest(monthly_income ~ sex,     # x argument 
          data = df_income,
          d = 0.2)
#> 
#> *****  Sequential  Two Sample t-test *****
#> 
#> formula: monthly_income ~ sex
#> test statistic:
#>  log-likelihood ratio = -0.594, decision = continue sampling
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944
#> Log-Likelihood of the:
#>  alternative hypothesis = 0.827
#>  null hypothesis = 1.421
#> alternative hypothesis: true difference in means is not equal to 0.
#> specified effect size: Cohen's d = 0.2
#> degrees of freedom: df = 118
#> sample estimates:
#> mean of x mean of y 
#>  3072.086  3080.715 
#> *Note: to get access to the object of the results use the @ or [] instead of the $ operator.

One-sample test

To perform a one-sample test, the right side of the formula has to be 1. The mu argument is also required, which specifies the mean value that one wants to test against.

# show data frame --------------------------------------------------------------
head(df_income)
#>   monthly_income    sex
#> 1       4091.001 female
#> 2       3274.591   male
#> 3       2696.436 female
#> 4       3826.413   male
#> 5       3522.478 female
#> 6       2563.597   male

# sequential t-test: data argument ---------------------------------------------
seq_ttest(monthly_income ~ 1,     # x argument 
          mu = 3000,
          d = 0.5,
          data = df_income)
#> 
#> *****  Sequential One Sample t-test *****
#> 
#> formula: monthly_income ~ 1
#> test statistic:
#>  log-likelihood ratio = -6.288, decision = accept H0
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944
#> Log-Likelihood of the:
#>  alternative hypothesis = -9.182
#>  null hypothesis = -2.894
#> alternative hypothesis: true mean is not equal to 3000.
#> specified effect size: Cohen's d = 0.5
#> degrees of freedom: df = 119
#> sample estimates:
#> mean of x 
#>    3076.4 
#> *Note: to get access to the object of the results use the @ or [] instead of the $ operator.

x argument: numeric input

The numeric input is used when each group has its own variable. The variables can either be put in the global environment directly or be stored in a data frame.

Two-sample test

If one wants to perform a two-sample test, the y argument is required in addition to x. If the data are stored in a data frame, the $ operator is essential to get access to the variables.

# show data frame --------------------------------------------------------------
head(df_cancer)
#>   treatment_group control_group
#> 1        6.097665      4.493064
#> 2        6.609234      5.520956
#> 3        5.665810      3.954091
#> 4        4.830564      3.733212
#> 5        4.917361      4.109373
#> 6        3.457433      3.563800

# sequential t-test: $ operator ------------------------------------------------
seq_ttest(df_cancer$treatment_group, # x argument
          df_cancer$control_group,   # y argument
          d = 0.3,                   
          verbose = FALSE)           
#> 
#> *****  Sequential  Two Sample t-test *****
#> 
#> formula: df_cancer$treatment_group and  df_cancer$control_group
#> test statistic:
#>  log-likelihood ratio = 10.777, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944


# sequential t-test: global variables ------------------------------------------
treatment <- df_cancer$treatment_group
control <- df_cancer$control_group

seq_ttest(treatment,
          control,
          d = 0.3,
          verbose = FALSE)
#> 
#> *****  Sequential  Two Sample t-test *****
#> 
#> formula: treatment and  control
#> test statistic:
#>  log-likelihood ratio = 10.777, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944

One-sample test

If one wants to perform a one-sample test there is only one group and therefore only one variable. If the data are in a data frame, the $ operator is essential to get access to the variables. The mu argument is additionally required, which specifies the mean which one wants to test against.

# show data frame --------------------------------------------------------------
head(df_cancer)
#>   treatment_group control_group
#> 1        6.097665      4.493064
#> 2        6.609234      5.520956
#> 3        5.665810      3.954091
#> 4        4.830564      3.733212
#> 5        4.917361      4.109373
#> 6        3.457433      3.563800

# sequential t-test: $ operator ------------------------------------------------
seq_ttest(df_cancer$treatment_group,     # x argument
          mu = 3.5,            
          d = 0.2,
          verbose = FALSE)
#> 
#> *****  Sequential One Sample t-test *****
#> 
#> formula: df_cancer$treatment_group
#> test statistic:
#>  log-likelihood ratio = 16.677, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944


# sequential t-test: global variables ------------------------------------------
treatment <- df_cancer$treatment_group

seq_ttest(treatment,     # x argument
          mu = 3.5, 
          data = df,
          d = 0.2,                  
          verbose = FALSE)
#> 
#> *****  Sequential One Sample t-test *****
#> 
#> formula: treatment
#> test statistic:
#>  log-likelihood ratio = 16.677, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944

Further arguments

Paired

The paired argument states if the data are paired. To perform a paired sequential t-test, paired has to be set to TRUE.

# show data frame --------------------------------------------------------------
head(df_stress)
#>   baseline_stress one_year_stress
#> 1        7.175250        7.844337
#> 2        4.918343        5.527191
#> 3        4.634266        5.783046
#> 4        5.671340        7.793956
#> 5        4.141257        3.133889
#> 6        4.771696        8.548586

# sequential t-test: $ operator ------------------------------------------------
seq_ttest(df_stress$baseline_stress, # x argument
          df_stress$one_year_stress, # y argument
          d = 0.3,
          paired = TRUE,
          data = df_stress)  
#> 
#> *****  Sequential Paired t-test *****
#> 
#> formula: df_stress$baseline_stress and  df_stress$one_year_stress
#> test statistic:
#>  log-likelihood ratio = 7.174, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944
#> Log-Likelihood of the:
#>  alternative hypothesis = -3.483
#>  null hypothesis = -10.657
#> alternative hypothesis: true difference in means is not equal to 0.
#> specified effect size: Cohen's d = 0.3
#> degrees of freedom: df = 119
#> sample estimates:
#> mean difference 
#>        -0.39622 
#> *Note: to get access to the object of the results use the @ or [] instead of the $ operator.

Alternative

The alternative argument states in which way the test is to be performed:

two-sided: "two.sided" or
one-sided: "less" or "greater".

# show data frame --------------------------------------------------------------
head(df_income)
#>   monthly_income    sex
#> 1       4091.001 female
#> 2       3274.591   male
#> 3       2696.436 female
#> 4       3826.413   male
#> 5       3522.478 female
#> 6       2563.597   male

# sequential t-test: data argument ---------------------------------------------
seq_ttest(monthly_income ~ 1,     # x argument 
          mu = 1000,
          d = 0.3,
          alternative = "two.sided",
          data = df_income)
#> 
#> *****  Sequential One Sample t-test *****
#> 
#> formula: monthly_income ~ 1
#> test statistic:
#>  log-likelihood ratio = 31.548, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944
#> Log-Likelihood of the:
#>  alternative hypothesis = -149.747
#>  null hypothesis = -181.295
#> alternative hypothesis: true mean is not equal to 1000.
#> specified effect size: Cohen's d = 0.3
#> degrees of freedom: df = 119
#> sample estimates:
#> mean of x 
#>    3076.4 
#> *Note: to get access to the object of the results use the @ or [] instead of the $ operator.

Na.rm

The na.rm argument defines the handling of missing values. If set to TRUE (default value), it will remove all missing values automatically. If this behavior is not wanted, the na.rm argument has to be set to FALSE. If missing values are discovered, an error is triggered.

Verbose

The verbose argument defines the extent of the output shown in the console. If set to TRUE (default value), the output will be elaborate, if set to FALSE the output will be short.

# sequential t-test: verbose FALSE ---------------------------------------------
seq_ttest(df_cancer$treatment_group, # x argument
          df_cancer$control_group,   # y argument
          d = 0.3,
          verbose = FALSE)
#> 
#> *****  Sequential  Two Sample t-test *****
#> 
#> formula: df_cancer$treatment_group and  df_cancer$control_group
#> test statistic:
#>  log-likelihood ratio = 10.777, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944

# sequential t-test: verbose TRUE ----------------------------------------------
seq_ttest(df_cancer$treatment_group, # x argument
          df_cancer$control_group,   # y argument
          d = 0.3,
          verbose = TRUE) 
#> 
#> *****  Sequential  Two Sample t-test *****
#> 
#> formula: df_cancer$treatment_group and  df_cancer$control_group
#> test statistic:
#>  log-likelihood ratio = 10.777, decision = accept H1
#> SPRT thresholds:
#>  lower log(B) = -2.944, upper log(A) = 2.944
#> Log-Likelihood of the:
#>  alternative hypothesis = -11.635
#>  null hypothesis = -22.411
#> alternative hypothesis: true difference in means is not equal to 0.
#> specified effect size: Cohen's d = 0.3
#> degrees of freedom: df = 238
#> sample estimates:
#> mean of x mean of y 
#>   4.92417   4.02215 
#> *Note: to get access to the object of the results use the @ or [] instead of the $ operator.

How do I get access to the results?

The simplest way to get access to the results is to run the seq_ttest() function. It will print the results automatically in the console. The verbose argument specifies how much information is wished to be shown.

However, the recommended way is to save the results in an object (e.g “results”). Doing so allows running further calculations with it afterward. It is important to keep in mind that the output object will be an S4 class. Therefore the access operator is the @ sign or the [] brackets.

# save the resuts in a object 
results <- seq_ttest(df_cancer$treatment_group,
                     df_cancer$control_group,  
                     d = 0.3)
# access the object with the @ operator 
results@decision
#> [1] "accept H1"

# access the object with the [] brackets
results["decision"]
#> [1] "accept H1"

Meike Steinhilber

2024-01-08

Note

Overview

Installation

What does the package contain?

How do I use the seq_ttest() function?

x argument: formula input

Two-sample test

One-sample test

x argument: numeric input

Two-sample test

One-sample test

Further arguments

Paired

Alternative

Na.rm

Verbose

How do I get access to the results?