* ::::::::::::::::::::::::::::::::::::::::::::::: *
:                                                 :
:   第2回中間解析で用いる閾値計算補助プログラム   :
:   (JCOGデータセンター統計部門)                  :
:      作成: 200608/08                            :
:      Version: 1.0.0                             :
:                                                 :
* ::::::::::::::::::::::::::::::::::::::::::::::: *

%MACRO SecondInterimAnalysis(
  title="boundary computation",

 /*----- design parameters -----*/
  alpha=0.05,    /* 1-sided alpha of the trial */
  event_t1=100,  /* # of events, 1ST interim analysis */
  event_t2=200,  /* # of events, 2ND interim analysis */
  e_event=300,   /* expected # of events */
  a_spending=1,  /* use of alpha spending function, 1=use, 0=not-use (arbitrary comsumption) */

 /*----- cumulative alpha parameters for arbitrary comsumption -----*/
  alpha_t1=0.01,  
  alpha_t2=0.03,

 /*----- precsion parameters -----*/
  l_grid =1E-10   /* length of searching grid/precision */
) ;



%PUT ; 
OPTIONS NONOTES PAGENO=1 ;

%IF (&ALPHA.<&ALPHA_t1. OR &ALPHA.<&ALPHA_t2. OR &ALPHA_t2.<&ALPHA_t1.)  %THEN %DO ;
data _null_ ;
  PUT "エラー(code 1): α消費の設定が矛盾しています. 計算するためにパラメータの再設定が必要とされます" ;
run ;
%END ;
%ELSE %DO ;

TITLE3 &TITLE. ;
DATA _NULL_ ;
  eps=&l_grid. ;        /* length of searching grid/precision */
  alpha=&alpha. ;       /* 1-sided alpha of the trial */
  EVE1=&event_t1. ;     /* # of events, 1ST interim analysis */
  EVE2=&event_t2. ;     /* # of events, 2ND interim analysis */
  E=&e_event. ;         /* expected # of events */
  t1=EVE1/E ;           /* information time at the 1st interim analysis */
  t2=EVE2/E ;           /* information time at the 2nd interim analysis */
  %IF &A_SPENDING.=1 %THEN %DO ;
    alpha1=2-2*PROBNORM(PROBIT(1-0.5*alpha)/sqrt(t1)) ;  /* spending alpha for 1st analysis */
    alpha2=2-2*PROBNORM(PROBIT(1-0.5*alpha)/sqrt(t2)) ;  /* spending alpha for 1st analysis */
  %END ;
  %IF &A_SPENDING.=0 %THEN %DO ;
    alpha1=&alpha_t1. ;
    alpha2=&alpha_t2. ;
  %END ;
  C1=PROBIT(1-alpha1) ;                                /* threshold for 1st analysis */
  C2=PROBIT(1-alpha2) ;                                /* initial value */

  *** GRID SEARCHING PHASE *** ;
  do until (alpha_eps<alpha2) ;
    C2=C2+eps ;                                      /* threshold for 2nd analysis */
    alpha_eps=(1-PROBBNRM(C1,C2,sqrt(EVE1/EVE2))) ;
  end ;
  THR1=exp(C1*sqrt(4/EVE1)) ;
  THR2=exp(C2*sqrt(4/EVE2)) ;
  put ;  put "NOTE: 計算終了しました";
  put ;  put ;  put ;  put ;  put ;  put ;  put ;  put ;  put ;
  put ;  put ;  put ;  put ;  put ;  put ;  put ;  put ;  put ;
  put"　□ □ □ □ □ □ □ □ □　計 算 結 果　□ □ □ □ □ □ □ □ □" ;  put ;
  put "　　第一回中間解析：情報時間=" t1 " 消費α=" alpha1 ;
  put "　　　　　　　　　　閾値=" C1 "( 近似ハザード比>" THR1")" ;
  put "　　第二回中間解析：情報時間=" t2 " 消費α=" alpha2 ;
  put "　　　　　　　　　　閾値=" C2 "( 近似ハザード比>" THR2")" ;  put ;  put ;  put ;
RUN ;

%END ;

%MEND SecondInterimAnalysis ;

%SecondInterimAnalysis ;