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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) <doi:10.48550/arXiv.2202.06374> for details of methods.
Version: | 0.1.0.0 |
Depends: | R (≥ 3.5.0), matrixStats, mnormt, mvtnorm, ranger, mle.tools |
Suggests: | knitr, rmarkdown |
Published: | 2022-02-18 |
DOI: | 10.32614/CRAN.package.OptHoldoutSize |
Author: | Sami Haidar-Wehbe [aut],
Sam Emerson |
Maintainer: | James Liley <james.liley at durham.ac.uk> |
License: | GPL (≥ 3) |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | OptHoldoutSize results |
Reference manual: | OptHoldoutSize.pdf |
Vignettes: |
ASPRE example Comparison of algorithms Simulated example |
Package source: | OptHoldoutSize_0.1.0.0.tar.gz |
Windows binaries: | r-devel: OptHoldoutSize_0.1.0.0.zip, r-release: OptHoldoutSize_0.1.0.0.zip, r-oldrel: OptHoldoutSize_0.1.0.0.zip |
macOS binaries: | r-release (arm64): OptHoldoutSize_0.1.0.0.tgz, r-oldrel (arm64): OptHoldoutSize_0.1.0.0.tgz, r-release (x86_64): OptHoldoutSize_0.1.0.0.tgz, r-oldrel (x86_64): OptHoldoutSize_0.1.0.0.tgz |
Old sources: | OptHoldoutSize archive |
Please use the canonical form https://CRAN.R-project.org/package=OptHoldoutSize to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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