| set_cov {psborrow} | R Documentation | 
Set up covariates
Description
This function saves the mean, variance and covariance among covariates. For technical details, see the vignette.
Usage
set_cov(n_cat, n_cont, mu_int, mu_ext, var, cov, prob_int, prob_ext)
Arguments
| n_cat | Number of binary variable. See details | 
| n_cont | Number of continuous variable | 
| mu_int | Mean of covariates in the internal trial. All the covariates are simulated from a
multivariate normal distribution. If left  | 
| mu_ext | Mean of covariates in the external trial. If left  | 
| var | Variance of covariates. If left  | 
| cov | Covariance between each pair of covariates. Covariance needs to be provided in
a certain order and users are encouraged to read the example provided in the vignette. If
left  | 
| prob_int | Probability of binary covariate equalling 1 in the internal trial. If left
 | 
| prob_ext | Probability of binary covariate equalling 1 in the external trial. If
left  | 
Details
Categorical variables are created by sampling a continuous variable from the multivariate
normal
distribution (thus respecting the correlation to other covariates specified by cov)
and then applying a cut point derived from the prob_int or prob_ext quantile
of said distribution i.e. for a univariate variable it would be derived as:
binvar <- as.numeric(rnorm(n, mu, sqrt(var)) < qnorm(prob, mu, sqrt(var)))
Please note that this means that the value of mu_int & mu_ext has no impact on categorical
covariates and thus can be set to any value.
As an example of how this process works assume n_cat=3 and n_cont=2. First 5 variables are
sampled from the multivariate normal distribution as specified by mu_int/mu_ext, var &
cov. Then, the first 3 of these variables are converted to binary based on the probabilities
specified by prob_int and prob_ext. This means that that the 2 continuous variables will
take their mean and sd from the last 2 entries in the vectors mu_int/mu_ext and var.
Value
A .covClass class containing covariate information