errorSpent | R Documentation |
Obtains the error spent at given spending times for the specified error spending function.
errorSpent(t, error, sf = "sfOF", sfpar = NA)
t |
A vector of spending times, typically equal to information fractions. |
error |
The total error to spend. |
sf |
The spending function. One of the following: "sfOF" for O'Brien-Fleming type spending function, "sfP" for Pocock type spending function, "sfKD" for Kim & DeMets spending function, and "sfHSD" for Hwang, Shi & DeCani spending function. Defaults to "sfOF". |
sfpar |
The parameter for the spending function. Corresponds to rho for "sfKD" and gamma for "sfHSD". |
This function implements a variety of error spending functions commonly used in group sequential designs, assuming one-sided hypothesis testing.
O'Brien-Fleming-Type Spending Function
This spending function allocates very little alpha early on and more alpha later in the trial. It is defined as:
\alpha(t) = 2 - 2\Phi\left(\frac{z_{\alpha/2}}{\sqrt{t}}\right),
where \Phi
is the standard normal cumulative distribution function,
z_{\alpha/2}
is the critical value from the standard normal
distribution, and t \in [0, 1]
denotes the information fraction.
Pocock-Type Spending Function
This function spends alpha more evenly throughout the study:
\alpha(t) = \alpha \log(1 + (e - 1)t),
where e
is Euler's number (approximately 2.718).
Kim and DeMets Power-Type Spending Function
This family of spending functions is defined as:
\alpha(t) = \alpha t^{\rho}, \quad \rho > 0.
When \rho = 1
, the function mimics Pocock-type boundaries.
When \rho = 3
, it approximates O’Brien-Fleming-type boundaries.
Hwang, Shih, and DeCani Spending Function
This flexible family of functions is given by:
\alpha(t) =
\begin{cases}
\alpha \frac{1 - e^{-\gamma t}}{1 - e^{-\gamma}}, & \text{if }
\gamma \ne 0 \\ \alpha t, & \text{if } \gamma = 0.
\end{cases}
When \gamma = -4
, the spending function resembles
O’Brien-Fleming boundaries.
When \gamma = 1
, it resembles Pocock boundaries.
A vector of errors spent up to the interim look.
Kaifeng Lu, kaifenglu@gmail.com
errorSpent(t = 0.5, error = 0.025, sf = "sfOF")
errorSpent(t = c(0.5, 0.75, 1), error = 0.025, sf = "sfHSD", sfpar = -4)
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