Compute the efficacy boundary (modified Haybittle-Peto) for the first two stages
mHP.b(prevalence, N, cov.J, mu.prime, Sigma.prime, alpha, btilde, theta)
the vector of prevalences between 0 and 1 summing to 1. \(J\), the number of groups, is implicitly the length of this vector and should be at least 2.
a three-vector of total sample size at each stage
the 3 x 3 covariance matrix for Z_J at each of the three stages
a list of \(J\) mean vectors, each of length \(J-1\) representing the conditional means of all the other \(Z_j\) given \(Z_i\). This mean does not account for the conditioned value of \(Z_i\) and so has to be multiplied by that during use!
a list of \(J\) covariance matrices, each \(J-1\) by \(J-1\) representing the conditional covariances all the other \(Z_j\) given \(Z_i\)
the amount of type I error to spend
the futility boundary
the effect size on the probability scale