Unbounded-outcome CMR assignment

Estimate a median-of-means variance rectangle from raw pilot outcomes and return the unbounded-outcome CMR assignment.

Usage

cmr_unbounded(y, d, psi = NULL, alpha = 0.05, na.rm = TRUE)

Arguments

y

Pilot outcomes.

d

Pilot treatment indicator; treatment is 1 and control is 0.

psi

Bounded-kurtosis parameter, either a scalar shared across arms or a treatment/control pair.

alpha

Target joint error level. Each arm uses variance_bounds_unbounded_mom() with this same alpha, whose median-of-means block count gives one-arm error at most alpha / 2; the union bound over treatment and control yields the reported joint error bound alpha.

na.rm

If TRUE, drop rows with missing y or d.

Value

A list of class cmr_unbounded and cmr_two_arm. If both one-arm bounds are active, the object contains pi, finite U_CMR, rectangle, pilot summaries, and diagnostics. If the pilot is inactive, the function returns balance (pi = 0.5) with U_CMR = Inf and diagnostics explaining the fallback.

See also

Other CMR rules: binary_rectangle_corners(), cmr_multiarm(), cmr_multiarm_from_rectangle(), cmr_multiple_outcomes(), cmr_proxy(), cmr_stratified(), cmr_stratified_from_rectangle(), cmr_two_arm(), cmr_unbounded_from_rectangle(), print.cmr_two_arm()

Examples

set.seed(4)
d <- rep(c(1, 0), each = 1000)
y <- c(rnorm(1000, sd = 1.3), rnorm(1000, sd = 0.8))
cmr_unbounded(y, d, psi = 3)
#> <cmr_unbounded>
#>   pi: 0.605843
#>   U_CMR: 1.10416
#>   method: unbounded_mom
#>   n: 2000
#>   status: active