A utility function to compute the hessian of the generalized (conditional) partial likelihood ratio statistic
hessian(theta, pi, interimData)The three-element vector \((\alpha, \beta, \gamma)\)
The two-element vector \((\pi_0, \pi_1)\)
The interim data frame
A 3\(\times\)3 matrix of the hessian
Computes the hessian
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.