CumAlpha {sasLM}

Cumulative Alpha for the Fixed Z-value

Description

Cumulative alpha values with repeated hypothesis with a fixed upper bound z-value.

Usage

  CumAlpha(x, K=2, side=2)

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

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).

Value

The result is a matrix.

ti

time of test, Even-interval is assumed.

cum.alpha

cumulative alpha valued

Author(s)

Kyun-Seop Bae [e-mail]

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.

Examples

  CumAlpha(x=qnorm(1 - 0.05/2), K=10) # two-side Z-test with alpha=0.05 for ten times