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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) <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 ORCID iD [aut], Louis Aslett ORCID iD [aut], James Liley ORCID iD [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.pdf
Vignettes: ASPRE example
Comparison of algorithms
Simulated example

Downloads:

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

Linking:

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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.