evpi_val: EVPI (Expected Value of Perfect Information) for validation...

In predtools: Prediction Model Tools

EVPI (Expected Value of Perfect Information) for validation Takes a vector of mean and a 2X2 covariance matrix

Description

EVPI (Expected Value of Perfect Information) for validation Takes a vector of mean and a 2X2 covariance matrix

Usage

evpi_val(
  Y,
  pi,
  method = c("bootstrap", "bayesian_bootstrap", "asymptotic"),
  n_sim = 1000,
  zs = (0:99)/100,
  weights = NULL
)

Arguments

Y	Binary response variable
pi	Mean of the second distribution
method	EVPI calculation method
n_sim	Number of Monte Carlo simulations (for bootstrap-based methods)
zs	vector of risk thresholds at which EVPI is to be calculated
weights	(optional) observation weights

Value

Returns a data frame containing thresholds, EVPIs, and some auxilary output.

predtools documentation built on June 7, 2023, 5:58 p.m.