bdr.gs.mc.gen: Calculates the boundaries for the group sequential tests

View source: R/SurrogateSeq.functions.R

bdr.gs.mc.genR Documentation

Calculates the boundaries for the group sequential tests

Description

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.

Usage

bdr.gs.mc.gen(alpha = 0.05, mc.paths, w.vec)

Arguments

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

Value

Returns a list:

cons

the constant in the boundary vector cons*w.vec

bndry.vec

the boundary vector cons*w.vec

Author(s)

Jay Bartroff


SurrogateSeq documentation built on April 4, 2025, 12:27 a.m.