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.
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.