R: Sequential p-value computation

sequentialPValue {gsDesign} | R Documentation

## Sequential p-value computation

### Description

`sequentialPValue` computes a sequential p-value for a group sequential design using a spending function as described in Maurer and Bretz (2013) and previously defined by Liu and Anderson (2008). It is the minimum of repeated p-values computed at each analysis (Jennison and Turnbull, 2000). This is particularly useful for multiplicity methods such as the graphical method for group sequential designs where sequential p-values for multiple hypotheses can be used as nominal p-values to plug into a multiplicity graph. A sequential p-value is described as the minimum alpha level at which a one-sided group sequential bound would be rejected given interim and final observed results. It is meaningful for both one-sided designs and designs with non-binding futility bounds (`test.type` 1, 4, 6), but not for 2-sided designs with binding futility bounds (`test.type` 2, 3 or 5). Mild restrictions are required on spending functions used, but these are satisfied for commonly used spending functions such as the Lan-DeMets spending function approximating an O'Brien-Fleming bound or a Hwang-Shih-DeCani spending function; see Maurer and Bretz (2013).

### Usage

    sequentialPValue(
      gsD = gsDesign(),
      n.I = NULL,
      Z = NULL,
      usTime = NULL,
      interval = c(1e-05, 0.9999)
    )

### Arguments

`gsD` | Group sequential design generated by `gsDesign` or `gsSurv`.
`n.I` | Event counts (for time-to-event outcomes) or sample size (for most other designs); numeric vector with increasing, positive values with at most one value greater than or equal to largest value in `gsD$n.I`; NOTE: if NULL, planned n.I will be used (`gsD$n.I`).
`Z` | Z-value tests corresponding to analyses in `n.I`; positive values indicate a positive finding; must have the same length as `n.I`.
`usTime` | Spending time for upper bound at specified analyses; specify default: `NULL` if this is to be based on information fraction; if not `NULL`, must have the same length as `n.I`; increasing positive values with at most 1 greater than or equal to 1.
`interval` | Interval for search to derive p-value; Default: `c(1e-05, 0.9999)`. Lower end of interval must be >0 and upper end must be < 1. The primary reason to not use the defaults would likely be if a test were vs a Type I error <0.0001.

### Details

Solution is found with a search using `uniroot`. This finds the maximum alpha-level for which an efficacy bound is crossed, completely ignoring any futility bound.

### Value

Sequential p-value (single numeric one-sided p-value between 0 and 1). Note that if the sequential p-value is less than the lower end of the input interval, the lower of interval will be returned. Similarly, if the sequential p-value is greater than the upper end of the input interval, then the upper end of interval is returned.

### Author(s)

Keaven Anderson

### References

Jennison C and Turnbull BW (2000), Group Sequential Methods with Applications to Clinical Trials. Boca Raton: Chapman and Hall.

Liu, Qing, and Keaven M. Anderson. "On adaptive extensions of group sequential trials for clinical investigations." Journal of the American Statistical Association 103.484 (2008): 1621-1630.

Maurer, Willi, and Frank Bretz. "Multiple testing in group sequential trials using graphical approaches." Statistics in Biopharmaceutical Research 5.4 (2013): 311-320.;

### Examples

    # Derive Group Sequential Design
    x <- gsSurv(k = 4, alpha = 0.025, beta = 0.1, timing = c(.5,.65,.8), sfu = sfLDOF,
                sfl = sfHSD, sflpar = 2, lambdaC = log(2)/6, hr = 0.6,
                eta = 0.01 , gamma = c(2.5,5,7.5,10), R = c( 2,2,2,6 ),
                T = 30 , minfup = 18)
    x$n.I
    # Analysis at IA2
    sequentialPValue(gsD=x,n.I=c(100,160),Z=c(1.5,2))
    # Use planned spending instead of information fraction; do final analysis
    sequentialPValue(gsD=x,n.I=c(100,160,190,230),Z=c(1.5,2,2.5,3),usTime=x$timing)
    # Check bounds for updated design to verify at least one was crossed
    xupdate <- gsDesign(maxn.IPlan=max(x$n.I),n.I=c(100,160,190,230),usTime=x$timing,
                        delta=x$delta,delta1=x$delta1,k=4,alpha=x$alpha,test.type=1,
                        sfu=x$upper$sf,sfupar=x$upper$param)

[Package gsDesign version 3.2.0 Index]