Simulate Bayesian Sequential Treatment Comparisons Using a Gaussian Model
gbayesSeqSim(est, asserts)
a data frame with number of rows equal to that of est
with a number of new columns equal to the number of assertions added. The new columns are named p1
, p2
, p3
, ... (posterior probabilities), mean1
, mean2
, ... (posterior means), and sd1
, sd2
, ... (posterior standard deviations). The returned data frame also has an attribute asserts
added which is the original asserts
augmented with any derived mu
and sigma
and converted to a data frame, and another attribute alabels
which is a named vector used to map p1
, p2
, ... to the user-provided labels in asserts
.
data frame created by estSeqSim()
list of lists. The first element of each list is the user-specified name for each assertion/prior combination, e.g., "efficacy"
. The other elements are, in order, a character string equal to "<", ">", or "in", a parameter value cutoff
(for "<" and ">") or a 2-vector specifying an interval for "in", and either a prior distribution mean and standard deviation named mu
and sigma
respectively, or a parameter value ("cutprior"
) and tail area "tailprob"
. If the latter is used, mu
is assumed to be zero and sigma
is solved for such that P(parameter > 'cutprior') = P(parameter < - 'cutprior') = tailprob
.
Frank Harrell
Simulate a sequential trial under a Gaussian model for parameter estimates, and Gaussian priors using simulated estimates and variances returned by estSeqSim
. For each row of the data frame est
and for each prior/assertion combination, computes the posterior probability of the assertion.
gbayes()
, estSeqSim()
, simMarkovOrd()
, estSeqMarkovOrd()