Computer programs for group sequential tests

Copyright, 24 August 1999, C Jennison. cj@maths.bath.ac.uk

All rights reserved.

Permission to use, copy, modify, and distribute this software and its documentation for any purpose, without fee, and without a written agreement is hereby granted, provided that the above copyright notice appears in all copies.

This code is released on an "as is" basis. There is no warranty. Users are warned that the developers are not liable for any errors or damages that occur as a result of using this code.

If you find these programs of help in your research we would ask that you acknowledge their source in reports and publications.


Programs presented here perform calculations to construct and evaluate group sequential tests. They are provided as a service to readers of Group Sequential Methods with Applications to Clinical Trials by Christopher Jennison and Bruce W Turnbull.

The programs are presented using the notation of the book and, in particular, the method of computation for normally distributed test statistics is as described in our Chapter 19.

We have called on functions and subroutines in the NAG library for certain standard calculations and you will need to substitute these if you do not have access to the NAG library. We have created simple functions and subroutines which do nothing other than call the NAG library so that there is just one place to make each replacement.

We would appreciate evidence of any errors or difficulties in using the programs -- but note we only claim to provide subroutines and program templates to help you in writing your own programs. More user-friendly software is available commercially in the packages EaSt and PEST.

We are extending this collection of programs as time permits. We hope, eventually, to include routines for implementing all the key methods reported in the book. If you have a particular request please send email to cj@maths.bath.ac.uk -- but understand that we cannot make any firm promises.


To retrieve subroutines or a main program


Programs for normal response variables


Programs for binomial response variables