Informative Simultaneous Confidence Intervals.

informativeSCI (see our paper)

L. Kluge, W. Brannath and M. Scharpenberg

Introduction

informativeSCI can be used for calculating informative lower simultaneous confidence bounds for a given graphical test procedure and given information weights. Furthermore, it can help to find the right information weights for the bounds.

Installation

You can install the development version from GitHub by running

install.packages("devtools")
library(devtools)
install_github("LianeKluge/informativeSCI")

Otherwise just use the current version from CRAN.

Usage

The main function of the package is the informSCI-function for calculating informative lower simultaneous confidence bounds for a given graphical test procedure and given information weights. The explore_q-function can help to find the right information weights for the informSCI-algorithm. The inExactSCI- and notInExactSCI-functions can help to determine how accurate a (numerical) approximation of the true informative lower SCI-bounds is. For examples, see the Example sections of the documentation pages.

References

• F. Bretz, W. Maurer, W. Brannath, M. Posch: A graphical approach to sequentially rejective multiple test procedures. Statistics in Medicine 28.4 (2009), pp. 586-604.

• K. Strassburger, F. Bretz: Compatible simultaneous lower confidence bounds for the Holm procedure and other Bonferroni based closed tests. Statistics in Medicine 27.4 (2008), pp. 4914-4927.

• W. Brannath, L. Kluge, M. Scharpenberg: Informative Simultaneous Confidence Intervals for Graphical Test Procedures. arXiv preprint arXiv:2402.13719 (2024).

• S. Schmidt, W. Brannath: Informative Simultaneous Confidence Intervals in Hierarchical Testing. Methods of Information in Medicine 53.4 (2014), pp. 278–283.