ExitP: Exit Probability with cumulative Z-test in Group Sequential Design
Description
Exit probabilities with given drift, upper bounds, and times of test.
Usage
ExitP(Theta, bi, ti=NULL)
Value
The result is a matrix.
ti
time of test
bi
upper z-bound
cum.alpha
cumulative alpha-value
Arguments
Theta
drift value defined by Lan-DeMets. See the reference.
bi
upper bound z-values
ti
times of test. These should be in the range of [0, 1]. If omitted, even-interval is assumed.
Author
Kyun-Seop Bae k@acr.kr
Details
It calculates exit proabilities and cumulative exit probabilities with given drift, upper z-bounds and times of test. If the times of test is not given, even-interval is assumed. mvtnorm::pmvt (with noncentrality) is better than pmvnorm in calculating power and sample size. But, Lan-DeMets used multi-variate normal rather than multi-variate noncentral t distributionh. This function followed Lan-DeMets for the consistency with previous results.
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.