Add a new function gs_cp_npe

NAMESPACE

@@ -27,6 +27,7 @@ export(fixed_design_milestone)
 export(fixed_design_rd)
 export(fixed_design_rmst)
 export(gs_b)
+export(gs_cp_npe)
 export(gs_create_arm)
 export(gs_design_ahr)
 export(gs_design_combo)

R/gs_cp_npe.R

@@ -0,0 +1,83 @@
+#  Copyright (c) 2024 Merck & Co., Inc., Rahway, NJ, USA and its affiliates.
+#  All rights reserved.
+#
+#  This file is part of the gsDesign2 program.
+#
+#  gsDesign2 is free software: you can redistribute it and/or modify
+#  it under the terms of the GNU General Public License as published by
+#  the Free Software Foundation, either version 3 of the License, or
+#  (at your option) any later version.
+#
+#  This program is distributed in the hope that it will be useful,
+#  but WITHOUT ANY WARRANTY; without even the implied warranty of
+#  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#  GNU General Public License for more details.
+#
+#  You should have received a copy of the GNU General Public License
+#  along with this program.  If not, see <http://www.gnu.org/licenses/>.
+
+#' Conditional power computation with non-constant effect size
+#'
+#' @details
+#' We assume \eqn{Z_1} and \eqn{Z_2} are the z-values at an interim analysis and later analysis, respectively.
+#' We assume further \eqn{Z_1} and \eqn{Z_2} are bivariate normal with standard group sequential assumptions
+#' on independent increments where for \eqn{i=1,2}
+#' \deqn{E(Z_i) = \theta_i\sqrt{I_i}}
+#' \deqn{Var(Z_i) = 1/I_i}
+#' \deqn{Cov(Z_1, Z_2) = t \equiv I_1/I_2}
+#' where \eqn{\theta_1, \theta_2} are real values and \eqn{0<I_1<I_2}.
+#' See https://merck.github.io/gsDesign2/articles/story-npe-background.html for assumption details.
+#' Returned value is
+#' \deqn{P(Z_2 > b \mid Z_1 = a) = 1 - \Phi\left(\frac{b - \sqrt{t}a - \sqrt{I_2}(\theta_2 - \theta_1\sqrt{t})}{\sqrt{1 - t}}\right)}
+#'
+#' @param theta A vector of length two, which specifies the natural parameter for treatment effect.
+#'              The first element of `theta` is the treatment effect of an interim analysis i.
+#'              The second element of `theta` is the treatment effect of a future analysis j.
+#' @param info A vector of two, which specifies the statistical information under the treatment effect `theta`.
+#' @param a Interim z-value at analysis i (scalar).
+#' @param b Future target z-value at analysis j (scalar).
+#' @return A scalar with the conditional power \eqn{P(Z_2>b\mid Z_1=a)}.
+#' @export
+#'
+#' @examples
+#' library(gsDesign2)
+#' library(dplyr)
+#'
+#' # Calculate conditional power under arbitrary theta and info
+#' # In practice, the value of theta and info commonly comes from a design.
+#' # More examples are available at the pkgdown vignettes.
+#' gs_cp_npe(theta = c(.1, .2),
+#'           info = c(15, 35),
+#'           a = 1.5, b = 1.96)
+gs_cp_npe <- function(theta = NULL,
+                      info = NULL,
+                      a = NULL, b = NULL
+                      ) {
+  # ----------------------------------------- #
+  #       input checking                      #
+  # ----------------------------------------- #
+  # check theta
+  if (is.null(theta)) {
+    stop("Please provide theta (arbitrary treatment effect) to calculate conditional power.")
+  } else if (length(theta) == 1) {
+    theta <- rep(theta, 2)
+  }
+
+  # check info
+  if (is.null(info)) {
+    stop("Please provide info (statistical information given the treatment effect theta) to calculate conditional power.")
+  }
+
+  check_info(info)
+
+  # ----------------------------------------- #
+  #   calculate conditional power under theta #
+  # ----------------------------------------- #
+  t <- info[2] / info[1]
+  numerator1 <- b -  a * sqrt(t)
+  numerator2 <- theta[2] * sqrt(info[2]) - theta[1] * sqrt(t * info[1])
+  denominator <- sqrt(1 - t)
+  conditional_power <- pnorm((numerator1 - numerator2)  / denominator, lower.tail = FALSE)
+
+  return(conditional_power)
+}

_pkgdown.yml

@@ -73,6 +73,11 @@ reference:
     - gs_info_rd
     - gs_power_rd
     - gs_design_rd
+- title: "Conditional power"
+  desc: >
+    Functions for conditional power.
+  contents:
+    - gs_cp_npe
 - title: "Input definition"
   desc: >
     Helper functions to define inputs for study design.

vignettes/articles/story-npe-background.Rmd

@@ -112,8 +112,8 @@ mt <- tibble::tribble(
   "$1$",
   "$B_k=\\sqrt{t_k}Z_k$", "$\\sum_{i=1}^{n_k}X_i/\\sqrt N$",
   "$t_k\\sqrt{\\mathcal{I}_K}\\
-  \theta(t_k)=\\mathcal{I}_k\\
-  \theta(t_k)/\\sqrt{\\mathcal{I}_K}$",
+  \\theta(t_k)=\\mathcal{I}_k\\
+  \\theta(t_k)/\\sqrt{\\mathcal{I}_K}$",
   "$t_k$"
 )
 mt %>% kable(escape = FALSE)