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Subject:
Wald's Sequential Probabilty Ratio Test (SPRT) or M-SPRT
Category: Science > Math Asked by: rwil02-ga List Price: $30.00 |
Posted:
21 Mar 2006 12:39 PST
Expires: 20 Apr 2006 13:39 PDT Question ID: 710158 |
I am looking for source code, or pseudo code for an implementation of the SPRT (or preferably the M-SPRT [multi hypothesis SPRT]) to use in some testing software. An example of the calculation can be found here: http://home.clara.net/sisa/sprt.htm the statistics version can be found here: http://www.stats.ox.ac.uk/~steffen/bs2siMT04/si15c.pdf The implementation I am looking for should take 2-3 parameters ratio of results for set 1, (or current # positives) ratio of results for set 2, (or current # positives) if # of positive, then # of tests I may also be missing another parameter here, I'm not sure. A multi hypothesis test which can take N options and return a list of results for each of the results against the first would be very nice to have. it can assume that 1 will always be >= 2 and should return the likelihood that 1 will remain > 2 the likelihood can be 0-1 probability, or a raw score as long as you can tell me the likelihood table or calculation I can use to convert it into a 0-1 probability. |
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