Comparison of the spending function method and the Christmas tree correction for group sequential trials

Sequential designs for continuous monitoring can be derived from the theory of a Brownian motion process. In practice, infrequent analyses lead to a discrete monitoring process. In this paper, two methods proposed to correct for discrete monitoring are compared. The methods are used to create procedures similar to both the O'Brien and Fleming test and the triangular test and are compared in terms of the error rates. For the O'Brien and Fleming test, the spending function method is found to achieve the required error rates more accurately than the Christmas tree correction, while for the triangular test, both methods perform as planned.