c_early: Optimal Stopping Boundaries

Description Usage Arguments Details Value

Description

c_early gives the optimal boundaries for early stopping of an adaptive design

Usage

1
c_early(parameters, n1, lambda1, lambda2)

Arguments

parameters

The parameters (alpha, power, etc.) you want to use for your design

n1

The first-stage sample size

lambda1

The penalization parameter for type one error

lambda2

The penalization parameter for type two error

Details

The parameter n1 has to be given as well as the penalty parameters lambda_1 and lambda_2. The boundaries are computed as roots of the gradient of the score w.r.t. c_f and c_e.

Value

A two dimensional vector (c_f, c_e)


MatheMax/OptReSample documentation built on May 5, 2019, 8:14 a.m.