hessian {sp23design}

A utility function to compute the hessian of the generalized (conditional) partial likelihood ratio statistic

Description

A utility function to compute the hessian of the generalized (conditional) partial likelihood ratio statistic

Usage

hessian(theta, pi, interimData)

Arguments

theta

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

pi

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

interimData

The interim data frame

Details

Computes the hessian

Value

A 3\times3 matrix of the hessian

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.