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

Description Usage Arguments Value Examples

Update grid points for numerical integration from one analysis to the next

hupdate(
  r = 18,
  theta = 0,
  I = 2,
  a = -Inf,
  b = Inf,
  thetam1 = 0,
  Im1 = 1,
  gm1 = h1()
)

`r`	Integer, at least 2; default of 18 recommended by Jennison and Turnbull
`theta`	Drift parameter for current analysis
`I`	Information at current analysis
`a`	lower limit of integration (scalar)
`b`	upper limit of integration (scalar `> a`)
`thetam1`	Drift parameter for previous analysis
`Im1`	Information at previous analysis
`gm1`	numerical integration grid from `h1()` or previous run of `hupdate()`

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.

1 2	# 2nd analysis with no interim bound and drift 0 should have mean 0, variance 1 hupdate() %>% summarise(mu = sum(z * h), var = sum((z - mu)^2 * h))