computeGammaSubT {sp23design}

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

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 $t$.

Value

A scalar value of the variance \Gamma_t

Author(s)

Mei-Chiung Shih, Balasubramanian Narasimhan, Pei He

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.