Spending Function

Spending Function

Usage

spendingFunction(alpha, t, param)

alpha: Real value \(> 0\) and no more than 1. Defaults in calls to gsDesignCRT() are alpha=0.025 for one-sided Type I error specification and alpha=0.1 for Type II error specification. However, this could be set to 1 if, for descriptive purposes, you wish to see the proportion of spending as a function of the proportion of sample size/information.
t: A vector of points with increasing values from 0 to 1, inclusive. Values of the proportion of sample size/information for which the spending function will be computed.
param: A single real value or a vector of real values specifying the spending function parameter(s); this must be appropriately matched to the spending function specified.

spendingFunction and spending functions in general produce an object of type spendfn.

name: A character string with the name of the spending function.
param: any parameters used for the spending function.
parname: a character string or strings with the name(s) of the parameter(s) in param.
sf: the spending function specified.
spend: a vector of cumulative spending values corresponding to the input values in t.
bound: this is null when returned from the spending function, but is set in gsDesignCRT() if the spending function is called from there. Contains z-values for bounds of a design.
prob: this is null when returned from the spending function, but is set in gsDesignCRT() if the spending function is called from there. Contains probabilities of boundary crossing at i-th analysis for j-th theta value input to gsDesignCRT() in prob[i,j].

The gsDesign technical manual is available at https://keaven.github.io/gsd-tech-manual/.

Jennison C and Turnbull BW (2000), Group Sequential Methods with Applications to Clinical Trials. Boca Raton: Chapman and Hall.