function [nout, tval, pval, power] = computeSampleSize(null_beta, beta, sigma2, gammaX, ncovariates, power, alpha) % Two-sided t-test tail = 0; powerfun = @powerfunT; significancefun = @significancefunT; % Calculate one-sided Z value directly sigma = sqrt(sigma2); % out = z1testN(null_beta,beta,sigma,power,alpha,tail); % Iterate upward from there for the other cases N=ncovariates; %N = max(out,ncovariates); % t-test requires at least ncovariates nout = searchupNextended(N,powerfun,significancefun,null_beta,beta,sigma,gammaX,ncovariates,power,alpha,tail); df= nout-ncovariates; tval = beta/sqrt(sigma2/df*gammaX); pval = 2 * tcdf(-abs(tval), df); critL = tinv(alpha/2,df); % note tinv() is negative critU = -critL; power = nctcdf(critL,df,tval) + nctcdf(-critU,df,-tval); end function power=powerfunT(mu0,mu1,sig,alpha,tail,n,ncovariates,gammaX) %POWERFUNT T power calculation S = sig .* sqrt(gammaX./(n-ncovariates)); % std dev of mean ncp = (mu1-mu0) ./ S; % noncentrality parameter df=n-ncovariates; if tail==0 critL = tinv(alpha/2,df); % note tinv() is negative critU = -critL; power = nctcdf(critL,df,ncp) + nctcdf(-critU,df,-ncp); % P(t < critL) + P(t > critU) elseif tail==1 crit = tinv(1-alpha,df); power = nctcdf(-crit,df,-ncp); % 1-nctcdf(crit,n-1,ncp), P(t > crit) else % tail==-1 crit = tinv(alpha,df); power = nctcdf(crit,df,ncp); % P(t < crit) end end function pval=significancefunT(nout,beta,sigma,gammaX,ncovariates) %SIGNIFICANCEFUNT T power calculation df= nout-ncovariates; tval = beta/(sigma*sqrt(gammaX/df)); pval = 2 * tcdf(-abs(tval), df); end function N=searchupNextended(N,functP,functS,null_beta,beta,sigma,gammaX,ncovariates,desiredPower,alpha,tail) %searchup Sample size calculation searching upward % Count upward until we get the value we need step_size = 2^7; todo = 0; while(~todo) N=N+step_size; actualpower = functP(null_beta,beta,sigma,alpha,tail,N,ncovariates,gammaX); actualSignificance = functS(N,beta,sigma,gammaX,ncovariates); todo = (actualpower > desiredPower) && (actualSignificance < alpha); end N=N-step_size; step_size=step_size/2; for i_todo=1:7 N=N+step_size; actualpower = functP(null_beta,beta,sigma,alpha,tail,N,ncovariates,gammaX); actualSignificance = functS(N,beta,sigma,gammaX,ncovariates); todo = (actualpower > desiredPower) && (actualSignificance < alpha); if todo N=N-step_size; end step_size=step_size/2; end N=N+1; end %% function N=searchupN(N,F,mu0,mu1,sig,gammaX,ncovariates,desiredpower,alpha,tail) %searchup Sample size calculation searching upward % Count upward until we get the value we need todo = 1:numel(alpha); while(~isempty(todo)) actualpower = F(mu0,mu1(todo),sig,alpha(todo),tail,N(todo),ncovariates,gammaX); todo = todo(actualpower < desiredpower(todo)); N(todo) = N(todo)+1; end end function N=z1testN(mu0,mu1,sig,desiredpower,alpha,tail) %Z1TESTN Sample size calculation for the one-sided Z test % Compute the one-sided normal value directly. Note that we cannot do this % for the t distribution, because tinv depends on the unknown degrees of % freedom (n-1). if tail==0 alpha = alpha/2; end z1 = -norminv(alpha); z2 = norminv(1-desiredpower); mudiff = abs(mu0 - mu1) / sig; N = ceil(((z1-z2) ./ mudiff).^2); end function N=t1testN(mu0,mu1,sig,desiredpower,alpha,tail) %t1TESTN Sample size calculation for the one-sided Z test % Compute the one-sided normal value directly. Note that we cannot do this % for the t distribution, because tinv depends on the unknown degrees of % freedom (n-1). if tail==0 alpha = alpha/2; end todo=1; while(todo) actualSignificance = 0; todo = actualSignificance > desiredSignificance; N = N+1; end z1 = -norminv(alpha); z2 = norminv(1-desiredpower); mudiff = abs(mu0 - mu1) / sig; N = ceil(((z1-z2) ./ mudiff).^2); end