OBFBound

Sequential O'Brien-Fleming upper bounds for the cumulative Z-test on accumulating 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 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

OBFBound function

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

Arguments

Author

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

<dl>

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

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

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

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

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

</dl>

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

Description

Usage

Value

Arguments

Author

Details

See Also

Examples