Advanced simulation framework for test validation — simulation

Provides tools for validating heteroscedasticity tests under controlled scenarios and estimating statistical power.

Usage

simulate_type_I_errors(
  test_function,
  n_sims = 1000,
  alpha = 0.05,
  n_obs = 100,
  seed = 123
)

simulate_power_analysis(
  test_function,
  sigma_functions = list(sigma_linear),
  effect_sizes = c(0.1, 0.2, 0.5, 1),
  n_sims = 500,
  n_obs = 100,
  alpha = 0.05
)

Arguments

test_function: Function taking a model and data and returning an object with a numeric p.value component.
n_sims: Number of simulation replications.
alpha: Significance level for Type I error or power calculations.
n_obs: Number of observations for generated datasets.
seed: Optional integer seed for reproducibility.
sigma_functions: List of variance functions generating heteroscedastic patterns.
effect_sizes: Numeric vector of effect size multipliers.

Value

A list summarising Type I error rate or a data frame of power estimates.