CumAlpha

Cumulative alpha values with repeated hypothesis with changing bound z-value and time of test (ti).

group sequential design

This is a core implementation of 'SAS' procedures for linear models - GLM, REG, ANOVA, TTEST, FREQ, and UNIVARIATE. Some R packages provide type II and type III SS. However, the results of nested and complex designs are often different from those of 'SAS.' Different results does not necessarily mean incorrectness. However, many wants the same results to SAS. This package aims to achieve that.
Reference: Littell RC, Stroup WW, Freund RJ (2002, ISBN:0-471-22174-0).

Kyun-Seop Bae

sasLM

'SAS' Linear Model

CumAlpha function

<dl> <dt>z</dt>
<dd>vector of upper z-value bounds for the repeated hypothesis test</dd> <dt>side</dt>
<dd>1=one-side test, 2=two-side test</dd> <dt>ti</dt>
<dd>vector of times (or information amount) of test. All values should be [0, 1] and sorted. If not specified, equal interval is assumed.</dd> <dt>c0</dt>
<dd>correlation matrix. if not specified, Brownian motion assummed.</dd> <dt>Seed</dt>
<dd>seed value for mtvtnorm::pmvnorm function</dd></dl>

Arguments

Author

Cumulative Alpha with various z's and ti — CumAlpha

<dl>

 <dt>z</dt>
<dd>vector of upper z-value bounds for the repeated hypothesis test</dd>

 <dt>side</dt>
<dd>1=one-side test, 2=two-side test</dd>

 <dt>ti</dt>
<dd>vector of times (or information amount) of test. All values should be [0, 1] and sorted. If not specified, equal interval is assumed.</dd>

 <dt>c0</dt>
<dd>correlation matrix. if not specified, Brownian motion assummed.</dd>

 <dt>Seed</dt>
<dd>seed value for mtvtnorm::pmvnorm function</dd>

</dl>

CumAlpha: Cumulative Alpha with various z's and ti

Description

Usage

Value

Arguments

Author

Details

References

Examples