Cumulative alpha values with repeated hypothesis with a fixed upper bound z-value.
Usage
CumAlpha(x, K=2, side=2)
Value
The result is a matrix.
ti
time of test, Even-interval is assumed.
cum.alpha
cumulative alpha valued
Arguments
x
fixed upper z-value bound for the repeated hypothesis test
K
total number of tests
side
1=one-side test, 2=two-side test
Author
Kyun-Seop Bae k@acr.kr
Details
It calculates cumulative alpha-values for the even-interval repeated hypothesis test with a fixed upper bound z-value. It assumes linear (proportional) increase of information amount and Brownian motion of z-value, i.e. the correlation is sqrt(t_i/t_j).
References
Reboussin DM, DeMets DL, Kim K, Lan KKG. Computations for group sequential boundaries using the Lan-DeMets function method. Controlled Clinical Trials. 2000;21:190-207.