OptHoldoutSize: Estimation of Optimal Size for a Holdout Set for Updating aPredictive 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) <doi:10.48550/arXiv.2202.06374> (to appear in Annals of Applied Statistics) for details of methods.
| Version: | 0.1.0.1 |
| Depends: | R (≥ 3.5.0),matrixStats,mnormt,mvtnorm,ranger,mle.tools |
| Suggests: | knitr,rmarkdown |
| Published: | 2025-04-09 |
| DOI: | 10.32614/CRAN.package.OptHoldoutSize |
| Author: | Sami Haidar-Wehbe [aut], Sam Emerson [aut], Louis Aslett [aut], James Liley [cre, aut] |
| Maintainer: | James Liley <james.liley at durham.ac.uk> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| CRAN checks: | OptHoldoutSize results |
Documentation:
| Reference manual: | OptHoldoutSize.html ,OptHoldoutSize.pdf |
| Vignettes: | ASPRE example (source,R code) Comparison of algorithms (source,R code) Simulated example (source,R code) |
Downloads:
| Package source: | OptHoldoutSize_0.1.0.1.tar.gz |
| Windows binaries: | r-devel:OptHoldoutSize_0.1.0.1.zip, r-release:OptHoldoutSize_0.1.0.1.zip, r-oldrel:OptHoldoutSize_0.1.0.1.zip |
| macOS binaries: | r-release (arm64):OptHoldoutSize_0.1.0.1.tgz, r-oldrel (arm64):OptHoldoutSize_0.1.0.1.tgz, r-release (x86_64):OptHoldoutSize_0.1.0.1.tgz, r-oldrel (x86_64):OptHoldoutSize_0.1.0.1.tgz |
| Old sources: | OptHoldoutSize archive |
Linking:
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