sp23design (version 0.9-1)

computeGammaSubT: Compute the estimate of the variance of the generalized likelihood ratio statistic at time \(t\)

Description

This function computes the variance of the generalized likelihood ratio statistic at interim stopping times

Usage

computeGammaSubT(thetaHat, pi, interimData)

Arguments

thetaHat

The three-element vector of \((\alpha, \beta, \gamma)\)

pi

The two-element vector of \((\pi_0, \pi_1)\)

interimData

The interim data at time \(t\) as a data frame

Value

A scalar value of the variance \(\Gamma_t\)

Details

The function builds a hessian matrix and uses a reparametrization to compute \(\Gamma_t\), the variance of the generalized likelihood ration stochastic process at time $t$.

References

Lai, Tze Leung and Lavori, Philip W. and Shih, Mei-Chiung. Sequential Design of Phase II-III Cancer Trials, Statistics in Medicine, Volume 31, issue 18, p.1944-1960, 2012.