computeGammaSubT | R Documentation |
This function computes the variance of the generalized likelihood ratio statistic at interim stopping times
computeGammaSubT(thetaHat, pi, interimData)
thetaHat |
The three-element vector of (α, β, γ) |
pi |
The two-element vector of (π_0, π_1) |
interimData |
The interim data at time t as a data frame |
The function builds a hessian matrix and uses a reparametrization to compute Γ_t, the variance of the generalized likelihood ration stochastic process at time $t$.
A scalar value of the variance Γ_t
Mei-Chiung Shih, Balasubramanian Narasimhan, Pei He
Lai, Tze Leung and Lavori, Philip W. and Shih, Mei-Chiung. Sequential Design of Phase II-III Cancer Trials, Statistics in Medicine, Volume 31, issue 18, p.1944-1960, 2012.
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