fCERStageBound: Compute stage-wise bounds for multiple testing

In lrstat: Power and Sample Size Calculation for Non-Proportional Hazards and Beyond

Compute stage-wise bounds for multiple testing

Description

Compute stage-wise bounds for a two-stage multiple testing procedure.

Usage

fCERStageBound(
  wgtmat,
  family = NULL,
  corr = NULL,
  alpha,
  alpha1,
  info_frac,
  nthreads = 0
)

Arguments

wgtmat	Weight matrix for the intersection hypotheses
family	Family matrix indicating which hypotheses belong to which families. The correlation is known only for hypotheses belonging to the same family. If NULL, all hypotheses are assumed to belong to the same family.
corr	Correlation matrix for the test statistics
alpha	Overall significance level
alpha1	Significance level for the first stage
info_frac	Information fraction for the first stage
nthreads	The number of threads to use in simulations (0 means the default RcppParallel behavior).

Value

A list containing:

• inthyp: The indicator matrix of the intersection hypotheses.

• stg1_coef: The stage 1 coefficient for each intersection hypothesis.

• stg2_coef: The stage 2 coefficient for each intersection hypothesis.

• stg1_bnd: The stage 1 bounds for the elementary hypotheses in each intersection hypothesis.

• stg2_bnd: The stage 2 bounds for the elementary hypotheses in each intersection hypothesis.

Author(s)

Kaifeng Lu, [e-mail]

References

Cyrus Mehta, Ajoy Mukhopadhyay, and Martin Posch. Graph Based, Adaptive, Multiarm, Multiple Endpoint, Two-Stage Designs. Statistics in Medicine. 2025.

Examples

initial_weights <- c(0.5, 0.5, 0, 0)
transition_matrix <- matrix(c(0, 0.5, 0.5, 0,
                              0.5, 0, 0, 0.5,
                              0, 1, 0, 0,
                              1, 0, 0, 0),
                            nrow = 4, byrow = TRUE)
wgtmat <- fwgtmat(initial_weights, transition_matrix)
family <- matrix(c(1, 1, 0, 0,
                   0, 0, 1, 1),
                 nrow = 2, byrow = TRUE)
corr <- matrix(c(1, 0.5, NA, NA,
                 0.5, 1, NA, NA,
                 NA, NA, 1, 0.5,
                 NA, NA, 0.5, 1),
               nrow = 4, byrow = TRUE)
alpha <- 0.025
alpha1 <- errorSpent(0.5, alpha, "sfOF")
fCERStageBound(wgtmat, family, corr, alpha,
               alpha1, info_frac = 0.5, nthreads = 1)

lrstat documentation built on Aug. 25, 2026, 5:07 p.m.