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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> (to appear in Annals of Applied Statistics) for details of methods.
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Package details |
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| Author | Sami Haidar-Wehbe [aut], Sam Emerson [aut] (<https://orcid.org/0000-0002-8379-2781>), Louis Aslett [aut] (<https://orcid.org/0000-0003-2211-233X>), James Liley [cre, aut] (<https://orcid.org/0000-0002-0049-8238>) |
| Maintainer | James Liley <james.liley@durham.ac.uk> |
| License | GPL (>= 3) |
| Version | 0.1.0.1 |
| Package repository | View on CRAN |
| Installation |
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