Compute Adaptive Alpha Levels by Tree Depth — compute_adaptive

Implements Algorithm 1 from Appendix B of the supplement. First checks whether natural gating suffices (total error load $\le 1$); if so, returns nominal alpha at every level. Otherwise, computes adjusted significance levels that compensate for the error load at each depth.

Usage

compute_adaptive_alphas(
  k,
  delta_hat,
  N_total,
  max_depth = 20L,
  thealpha = 0.05
)

Arguments

k: Branching factor. Either a scalar (constant k at all levels) or an integer vector of length max_depth where k[ell] is the branching factor at level ell.
delta_hat: Estimated standardized effect size (e.g., Cohen's d). Conservative (larger) values produce more stringent adjustment, which preserves the FWER guarantee. Use an upper bound on the true effect size.
N_total: Total sample size at the root level.
max_depth: Maximum depth to compute (default 20).
thealpha: Nominal significance level (default 0.05).

Value

Named numeric vector of adjusted alpha levels, one per depth (1 through max_depth). Names are depth levels as characters. Has attribute "error_load" containing the compute_error_load result, so the caller can inspect whether adjustment was needed.

Details

The function first calls compute_error_load to assess whether natural gating suffices. When $\sum G_\ell \le 1$, no adjustment is needed and nominal thealpha is returned at every level.

When adjustment is needed, the formula at level $\ell$ is: $$\alpha_\ell^{adj} = \min\left\{\alpha,\; \frac{\alpha}{k^{(\ell-1)} \cdot \prod_{j=1}^{\ell-1} \hat\theta_j} \right\}$$

The FWER guarantee (Theorem in the supplement) requires that power is not underestimated (i.e., $\hat\theta_j \geq \theta_j$). In practice this means using a conservatively large delta_hat.

Examples

# Natural gating sufficient: all alphas = 0.05
compute_adaptive_alphas(k = 3, delta_hat = 0.2, N_total = 100,
                        max_depth = 4)
#>    1    2    3    4 
#> 0.05 0.05 0.05 0.05 
#> attr(,"error_load")
#> attr(,"error_load")$G
#>          1          2          3          4 
#> 0.51596779 0.32557645 0.09567467 0.01653857 
#> 
#> attr(,"error_load")$sum_G
#> [1] 0.9537575
#> 
#> attr(,"error_load")$needs_adjustment
#> [1] FALSE
#> 
#> attr(,"error_load")$thetas
#>          1          2          3          4 
#> 0.51596779 0.21033384 0.09795412 0.05762086 
#> 
#> attr(,"error_load")$critical_level
#> [1] 2
#> 
#> attr(,"error_load")$n_by_level
#>          1          2          3          4 
#> 100.000000  33.333333  11.111111   3.703704 
#> 

# Needs adjustment: alphas shrink at deeper levels
compute_adaptive_alphas(k = 4, delta_hat = 0.5, N_total = 1000,
                        max_depth = 5)
#>            1            2            3            4            5 
#> 0.0500000000 0.0125000000 0.0031250000 0.0007997540 0.0003946938 
#> attr(,"error_load")
#> attr(,"error_load")$G
#>        1        2        3        4        5 
#>  1.00000  4.00000 15.62981 31.67012 20.97663 
#> 
#> attr(,"error_load")$sum_G
#> [1] 73.27656
#> 
#> attr(,"error_load")$needs_adjustment
#> [1] TRUE
#> 
#> attr(,"error_load")$thetas
#>         1         2         3         4         5 
#> 1.0000000 1.0000000 0.9768629 0.5065661 0.1655869 
#> 
#> attr(,"error_load")$critical_level
#> [1] 5
#> 
#> attr(,"error_load")$n_by_level
#>          1          2          3          4          5 
#> 1000.00000  250.00000   62.50000   15.62500    3.90625 
#>