gsDesign (version 3.2.1)

gsBound: Boundary derivation - low level

Description

gsBound() and gsBound1() are lower-level functions used to find boundaries for a group sequential design. They are not recommended (especially gsBound1()) for casual users. These functions do not adjust sample size as gsDesign() does to ensure appropriate power for a design.

gsBound() computes upper and lower bounds given boundary crossing probabilities assuming a mean of 0, the usual null hypothesis. gsBound1() computes the upper bound given a lower boundary, upper boundary crossing probabilities and an arbitrary mean (theta).

The function gsBound1() requires special attention to detail and knowledge of behavior when a design corresponding to the input parameters does not exist.

Usage

gsBound(I, trueneg, falsepos, tol = 1e-06, r = 18, printerr = 0)
gsBound1(theta, I, a, probhi, tol = 1e-06, r = 18, printerr = 0)

Arguments

I

Vector containing statistical information planned at each analysis.

trueneg

Vector of desired probabilities for crossing upper bound assuming mean of 0.

falsepos

Vector of desired probabilities for crossing lower bound assuming mean of 0.

tol

Tolerance for error (scalar; default is 0.000001). Normally this will not be changed by the user. This does not translate directly to number of digits of accuracy, so use extra decimal places.

r

Single integer value controlling grid for numerical integration as in Jennison and Turnbull (2000); default is 18, range is 1 to 80. Larger values provide larger number of grid points and greater accuracy. Normally r will not be changed by the user.

printerr

If this scalar argument set to 1, this will print messages from underlying C program. Mainly intended to notify user when an output solution does not match input specifications. This is not intended to stop execution as this often occurs when deriving a design in gsDesign that uses beta-spending.

theta

Scalar containing mean (drift) per unit of statistical information.

a

Vector containing lower bound that is fixed for use in gsBound1.

probhi

Vector of desired probabilities for crossing upper bound assuming mean of theta.

Value

Both routines return a list. Common items returned by the two routines are:

k

The length of vectors input; a scalar.

theta

As input in gsBound1(); 0 for gsBound().

I

As input.

a

For gsbound1, this is as input. For gsbound this is the derived lower boundary required to yield the input boundary crossing probabilities under the null hypothesis.

b

The derived upper boundary required to yield the input boundary crossing probabilities under the null hypothesis.

tol

As input.

r

As input.

error

Error code. 0 if no error; greater than 0 otherwise.

gsBound() also returns the following items:

rates

a list containing two items:

falsepos

vector of upper boundary crossing probabilities as input.

trueneg

vector of lower boundary crossing probabilities as input.

gsBound1() also returns the following items:

problo

vector of lower boundary crossing probabilities; computed using input lower bound and derived upper bound.

probhi

vector of upper boundary crossing probabilities as input.

References

Jennison C and Turnbull BW (2000), Group Sequential Methods with Applications to Clinical Trials. Boca Raton: Chapman and Hall.

See Also

gsDesign package overview, gsDesign, gsProbability

Examples

# NOT RUN {
# set boundaries so that probability is .01 of first crossing
# each upper boundary and .02 of crossing each lower boundary
# under the null hypothesis
x <- gsBound(
  I = c(1, 2, 3) / 3, trueneg = rep(.02, 3),
  falsepos = rep(.01, 3)
)
x

#  use gsBound1 to set up boundary for a 1-sided test
x <- gsBound1(
  theta = 0, I = c(1, 2, 3) / 3, a = rep(-20, 3),
  probhi = c(.001, .009, .015)
)
x$b

# check boundary crossing probabilities with gsProbability
y <- gsProbability(k = 3, theta = 0, n.I = x$I, a = x$a, b = x$b)$upper$prob

#  Note that gsBound1 only computes upper bound
#  To get a lower bound under a parameter value theta:
#      use minus the upper bound as a lower bound
#      replace theta with -theta
#      set probhi as desired lower boundary crossing probabilities
#  Here we let set lower boundary crossing at 0.05 at each analysis
#  assuming theta=2.2
y <- gsBound1(
  theta = -2.2, I = c(1, 2, 3) / 3, a = -x$b,
  probhi = rep(.05, 3)
)
y$b

#  Now use gsProbability to look at design
#  Note that lower boundary crossing probabilities are as
#  specified for theta=2.2, but for theta=0 the upper boundary
#  crossing probabilities are smaller than originally specified
#  above after first interim analysis
gsProbability(k = length(x$b), theta = c(0, 2.2), n.I = x$I, b = x$b, a = -y$b)
# }