cov.surr.gs: Computes variances and standardized covariance matrix for the...

View source: R/SurrogateSeq.functions.R

cov.surr.gsR Documentation

Computes variances and standardized covariance matrix for the group sequential statistic

Description

Computes variances and standardized covariance matrix for the group sequential statistic

Usage

cov.surr.gs(s0.4.est, s1.4.est, sa.0, ya.0, nb.0, nb.1, full.matrix = TRUE, 
naive = FALSE)

Arguments

s0.4.est

surrogate marker in the control group which is used for estimating means and covariances of S0, S1 in the Study B data. For designing tests (e.g., finding boundaries) these may come from Study A data, but for analyzing tests these may come from Study B data. Number of columns is the number of stages, number of rows may differ from rows in sa.0

s1.4.est

surrogate marker in the treated group which is used for estimating means and covariances of S0, S1 in the Study B data. For designing tests (e.g., finding boundaries) these may come from Study A data, but for analyzing tests these may come from Study B data. Number of columns is the number of stages, number of rows may differ from rows in sa.0

sa.0

surrogate marker in the control group in Study A

ya.0

primary outcome in the control group in Study A

nb.0

sample size for the control group in Study B

nb.1

sample size for the treated group in Study B

full.matrix

if TRUE, the standardized covariance matrix is provided; default is TRUE

naive

user should set to TRUE to compute covariance for "cumulative" test statistic, FALSE for naive statistic that only uses study B data from timepoint J at the J-th analysis; default is FALSE

Value

Returns a list:

var.vec.del

variance vector computed by the delta method

cov.stand.del

if full.matrix = TRUE, covariance matrix of the standardized test statistic computed by the delta method

var.vec.samp

variance vector computed by the sample mean and covariance of s0.4.est and s1.4.est

cov.stand.samp

if full.matrix = TRUE, covariance matrix of the standardized test statistic computed by the sample mean and covariance of s0.4.est and s1.4.est

Author(s)

Jay Bartroff


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