Correlation Matrix Generator
Generate correlation matrix between standardized sample mean test statistics for the two endpoint at different looks.
genCorrMat(gammaVec, type, rhoPS = 0)
gammaVec |
a vector which contains gamma_(1), ..., gamma_(K-1), gamma_(K), square root of information vector. |
type |
type of primary or secondary endpoint. For primary endpoint calculation, |
rhoPS |
correlation between primary and secondary endpoints. |
This function generates correlation matrix between different mean statistics. For more details, refer to Tamhane et al. (2018, Biometrics), section 2.
correlation matrix, K by K for primary endpoint, (K+1) by (K+1) for secondary endpoint, where K is the number of interims.
Jiangtao Gou
Fengqing (Zoe) Zhang
Tamhane, A. C., Gou, J., Jennison, C., Mehta, C. R., and Curto, T. (2018). A gatekeeping procedure to test a primary and a secondary endpoint in a group sequential design with multiple interim looks. Biometrics, 74(1), 40-48.
corrMat <- genCorrMat(gammaVec=c(sqrt(1/3),sqrt(2/3),1), type=2, rhoPS = 0.3)
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