This release corrects several errors in the Khmaladze-transformation
permutation tests PT.Khmaladze.fit() and
PTQTE.Khmaladze.fit(). Users of these functions in earlier
versions should re-run their analyses. A detailed erratum documenting
each issue, its mechanism, and the corrected behavior is available
separately.
PT.Khmaladze.fit() — empirical
process. The two-sample empirical process was constructed so
that the test statistic did not depend on the treatment sample. It now
evaluates both empirical CDFs at the control quantiles
(generalized-inverse convention) as intended.
PT.Khmaladze.fit() — score
function. The extended score is now estimated on the correct
(outcome) scale and with the correct normalization (-psi
from quantreg::akj, i.e. f'/f, rather than
f').
PT.Khmaladze.fit() /
PTQTE.Khmaladze.fit() — evaluation grid. The
compensator grid was set to three times the total sample size, which
disabled the score-direction projection of the martingale transform. The
grid is now tied to the control sample size, restoring the intended
behavior.
PTQTE.Khmaladze.fit() — observed
statistic. The observed treatment assignment was not included
among the permutations, forcing the rejection rate to equal the nominal
level regardless of the data. The observed assignment is now included,
so the test has power against alternatives.
PT.Khmaladze.fit() gains an
akj.control argument, an optional named list of
tuning parameters passed to quantreg::akj for score
estimation (alpha, kappa, h,
iker1). The default (standard akj settings) is
recommended: in simulation, alternative settings that reduce the score’s
estimation error were found to lower test power.