h1: Initialize numerical integration for group sequential design
In keaven/gsdmvn: Group sequential design with non-constant effect

Description Usage Arguments Details Value Examples

Compute grid points for first interim analysis in a group sequential design

1	h1(r = 18, theta = 0, I = 1, a = -Inf, b = Inf)

`r`	Integer, at least 2; default of 18 recommended by Jennison and Turnbull
`theta`	Drift parameter for first analysis
`I`	Information at first analysis
`a`	lower limit of integration (scalar)
`b`	upper limit of integration (scalar `> a`)

Mean for standard normal distribution under consideration is mu = theta * sqrt(I)

A tibble with grid points in z, numerical integration weights in w, and a normal density with mean mu = theta * sqrt{I} and variance 1 times the weight in w.

# Replicate variance of 1, mean of 35
h1(theta = 5, I = 49) %>% summarise(mu = sum(z * h), var = sum((z - mu)^2 * h))

# Replicate p-value of .0001 by numerical integration of tail
h1(a = qnorm(.9999)) %>% summarise(p = sum(h))