Spending function overview

Introduction

Spending functions are used to set boundaries for group sequential designs. Using the spending function approach to design offers a natural way to provide interim testing boundaries when unplanned interim analyses are added or when the timing of an interim analysis changes. Many standard and investigational spending functions are provided in the gsDesign package. These offer a great deal of flexibility in setting up stopping boundaries for a design.

Spending functions have three arguments and return an object of type spendfn. The summary() function for spendfn objects provides a brief textual summary of a spending function or boundary used for a design. Normally a spending function will be passed to gsDesign() in the parameter sfu for the upper bound and sfl for the lower bound to specify a spending function family for a design. In this case, the user does not need to know the calling sequence — only how to specify the parameter(s) for the spending function. The calling sequence is useful when the user wishes to plot a spending function as demonstrated below in examples. In addition to using supplied spending functions, a user can write code for a spending function. See examples.

Examples

See spendingFunction() for the input and output specification of spending functions. It also contains two code examples showing how to use an implemented spending function and create new spending functions. For more detailed examples, see the spending functions chapter in the gsDesign technical manual.