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 [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 |
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 |
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