interval_posterior_nominator2: Posterior density conditional on two interim results, both only known as intervals, is proportional to the value of this function
Description
If we update the prior with the knowledge that two interim estimates were between a futility and efficacy boundary, we get a density that is proportional to the value of this function.
(Known) standard error of interimmean, i.e. at interim analysis.
priormean
Prior mean.
...
Further arguments specific to the chosen prior (see bpp for examples).
Value
Value of the function, a real number.
References
Rufibach, K., Jordan, P., Abt, M. (2016a).
Sequentially Updating the Likelihood of Success of a Phase 3 Pivotal Time-to-Event Trial based on Interim Analyses or External Information.
J. Biopharm. Stat., 26(2), 191--201.