computeGammaSubT: Compute the estimate of the variance of the generalized...

View source: R/sp23design.R

computeGammaSubTR Documentation

Compute the estimate of the variance of the generalized likelihood ratio statistic at time t

Description

This function computes the variance of the generalized likelihood ratio statistic at interim stopping times

Usage

computeGammaSubT(thetaHat, pi, interimData)

Arguments

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

Details

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 $t$.

Value

A scalar value of the variance Γ_t

Author(s)

Mei-Chiung Shih, Balasubramanian Narasimhan, Pei He

References

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.


sp23design documentation built on April 19, 2022, 5:08 p.m.