CumAlpha

Cumulative alpha values for repeated hypothesis tests with changing bound z-values and times 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 do not necessarily mean incorrectness. However, many want the same results as '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-sided test, 2=two-sided test</dd> <dt>ti</dt>
<dd>vector of times (or information amount) of test. All values should be in [0, 1] and sorted. If not specified, equal intervals are assumed.</dd> <dt>c0</dt>
<dd>correlation matrix. If not specified, Brownian motion is assumed.</dd> <dt>Seed</dt>
<dd>seed value for the <code><a href="/link/mvtnorm%3A%3Apmvnorm?package=sasLM&version=1.0.1" data-mini-rdoc="sasLM::mvtnorm::pmvnorm">mvtnorm::pmvnorm</a></code> 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-sided test, 2=two-sided test</dd>

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

 <dt>c0</dt>
<dd>correlation matrix. If not specified, Brownian motion is assumed.</dd>

 <dt>Seed</dt>
<dd>seed value for the <code><a href='https://rdrr.io/pkg/mvtnorm/man/pmvnorm.html'>mvtnorm::pmvnorm</a></code> function</dd>

</dl>

CumAlpha: Cumulative Alpha with various z's and ti

Description

Usage

Value

Arguments

Author

Details

References

Examples