View source: R/SurrogateSeq.functions.R
bdr.gs.mc.gen | R Documentation |
Returns the boundaries for any group sequential test of the null vs. 2-sided alternative whose boundaries take the form of a single constant times a known weight vector, which is w.vec. These include Pocock (w.vec=(1,1,..)), O'Brien-Fleming (w.vec=(sqrt(n.stg/1), sqrt(n.stg/2), ..., 1)), etc. It does this by returning quantiles of the sample paths of the (null) test statistic paths in mc.paths.
bdr.gs.mc.gen(alpha = 0.05, mc.paths, w.vec)
alpha |
desired rejection probability of the test; default is 0.05 |
mc.paths |
matrix of sample paths, each row being a sample path, no. of columns is number of stages |
w.vec |
weight vector corresponding to desired test |
Returns a list:
cons |
the constant in the boundary vector cons*w.vec |
bndry.vec |
the boundary vector cons*w.vec |
Jay Bartroff
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