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:Sami Haidar-Wehbe [aut], Sam Emerson [aut], Louis Aslett [aut], James Liley [cre, aut]

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

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

30 exports 0.00 score 9 dependencies 10 scripts 210 downloads

Last updated 3 years agofrom:923c183550. Checks:OK: 3 NOTE: 4. Indexed: yes.

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