OptHoldoutSize

Estimation of Optimal Size for a Holdout Set for Updating a Predictive Score

CRAN Package

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.

  • Version0.1.0.0
  • R version≥ 3.5.0
  • LicenseGPL (≥ 3)
  • Needs compilation?No
  • Last release02/18/2022

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  • Depends5 packages
  • Suggests2 packages