Package: OptHoldoutSize 0.1.0.0
OptHoldoutSize: Estimation of Optimal Size for a Holdout Set for Updating a Predictive Score
Predictive scores must be updated with care, because actions taken on the basis of existing risk scores causes bias in risk estimates from the updated score. A holdout set is a straightforward way to manage this problem: a proportion of the population is 'held-out' from computation of the previous risk score. This package provides tools to estimate a size for this holdout set and associated errors. Comprehensive vignettes are included. Please see: Haidar-Wehbe S, Emerson SR, Aslett LJM, Liley J (2022) <arxiv:2202.06374> for details of methods.
Authors:
OptHoldoutSize_0.1.0.0.tar.gz
OptHoldoutSize_0.1.0.0.zip(r-4.5)OptHoldoutSize_0.1.0.0.zip(r-4.4)OptHoldoutSize_0.1.0.0.zip(r-4.3)
OptHoldoutSize_0.1.0.0.tgz(r-4.4-any)OptHoldoutSize_0.1.0.0.tgz(r-4.3-any)
OptHoldoutSize_0.1.0.0.tar.gz(r-4.5-noble)OptHoldoutSize_0.1.0.0.tar.gz(r-4.4-noble)
OptHoldoutSize_0.1.0.0.tgz(r-4.4-emscripten)OptHoldoutSize_0.1.0.0.tgz(r-4.3-emscripten)
OptHoldoutSize.pdf |OptHoldoutSize.html✨
OptHoldoutSize/json (API)
NEWS
| # Install 'OptHoldoutSize' in R: |
| install.packages('OptHoldoutSize', repos = c('https://jamesliley.r-universe.dev', 'https://cloud.r-project.org')) |
- aspre_emulation - Emulation-based OHS estimation for ASPRE
- aspre_parametric - Parametric-based OHS estimation for ASPRE
- ci_cover_a_yn - Data for example on asymptotic confidence interval for OHS.
- ci_cover_cost_a_yn - Data for example on asymptotic confidence interval for min cost.
- ci_cover_cost_e_yn - Data for example on empirical confidence interval for min cost.
- ci_cover_e_yn - Data for example on empirical confidence interval for OHS.
- data_example_simulation - Data for vignette showing general example
- data_nextpoint_em - Data for 'next point' demonstration vignette on algorithm comparison using emulation algorithm
- data_nextpoint_par - Data for 'next point' demonstration vignette on algorithm comparison using parametric algorithm
- ohs_array - Data for vignette on algorithm comparison
- ohs_resample - Data for vignette on algorithm comparison
- params_aspre - Parameters of reported ASPRE dataset
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:923c183550. Checks:OK: 3 NOTE: 4. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win | NOTE | Nov 13 2024 |
| R-4.5-linux | NOTE | Nov 13 2024 |
| R-4.4-win | NOTE | Nov 13 2024 |
| R-4.4-mac | NOTE | Nov 13 2024 |
| R-4.3-win | OK | Nov 13 2024 |
| R-4.3-mac | OK | Nov 13 2024 |
Exports:add_aspre_interactionsaspreaspre_k2ci_mincostci_ohscov_fnerror_ohs_emulationexp_imp_fngen_base_coefsgen_predsgen_respgrad_mincost_powerlawgrad_nstar_powerlawlogisticlogitmodel_predictmodel_trainmu_fnnext_noptimal_holdout_sizeoptimal_holdout_size_emulationoracle_predpowerlawpowersolvepowersolve_generalpowersolve_sepsi_fnsens10sim_random_aspresplit_data
Dependencies:latticeMatrixmatrixStatsmle.toolsmnormtmvtnormrangerRcppRcppEigen
ASPRE example
Rendered fromASPRE_example.Rmdusingknitr::knitron Nov 13 2024.Last update: 2022-02-09
Started: 2022-02-09
Comparison of algorithms
Rendered fromcomparison_of_algorithms.Rmdusingknitr::knitron Nov 13 2024.Last update: 2022-02-18
Started: 2022-02-09
Simulated example
Rendered fromsimulated_example.Rmdusingknitr::knitron Nov 13 2024.Last update: 2022-02-09
Started: 2022-02-09
