OBFBound

Sequential O'Brien-Flemming upper bounds for cumulative Z-test on accumaltive data. Z values are correlated. This is usually used for group sequential design.

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

OBFBound function

<dl> <dt>K</dt>
<dd>count of tests including the final</dd> <dt>alpha</dt>
<dd>goal alpha value for the last test at time 0.</dd> <dt>side</dt>
<dd>1=one-side test, 2=two-side test</dd> <dt>ti</dt>
<dd>times for test. These should be [0, 1]. If not specified, equal interval is assumed.</dd> <dt>c0</dt>
<dd>correlation matrix. if not specified, Brownian motion assummed.</dd></dl>

Arguments

Author

O'Brien-Flemming bounds for cumulative Z-test in Group Sequential Design — OBFBound

<dl>

 <dt>K</dt>
<dd>count of tests including the final</dd>

 <dt>alpha</dt>
<dd>goal alpha value for the last test at time 0.</dd>

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

 <dt>ti</dt>
<dd>times for test. These should be [0, 1]. If not specified, equal interval is assumed.</dd>

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

</dl>

OBFBound: O'Brien-Flemming bounds for cumulative Z-test in Group Sequential Design

Description

Usage

Value

Arguments

Author

Details

See Also

Examples