Description Usage Arguments Details Value Author(s) References Examples

Estimates the expected proportion of units in the top fraction and those deemed to be in the top fraction by the r-value procedure. If plot=TRUE, the curve is plotted before the estimated function is returned.

1 |

`object` |
An object of class "rvals" |

`plot` |
logical. If TRUE, the estimated overlap curve is plotted. |

`xlim, ylim` |
x and y - axis limits for the plot |

`xlab,ylab` |
x and y - axis labels |

`main` |
the title of the plot |

`...` |
additional arguments to |

For parameters of interest *θ_1,...,θ_n* and corresponding
r-values *r_1,...,r_n*, the overlap at a particular value of *α*
is defined to be

* overlap(α) = P(θ_i ≥ θ_α, r_i ≤ α), *

where the threshold *θ_α* is the upper-*α*th quantile of
the distribution of the *θ_i* (i.e., *P(θ_i ≥ θ_α) = α*).
`OverlapCurve`

estimates this overlap
for values of alpha across (0,1) and plots (if `plot=TRUE`

)
the resulting curve.

A function returning estimated overlap values.

Nicholas Henderson and Michael Newton

Henderson, N.C. and Newton, M.A. (2015) Making the Cut: Improved Ranking and Selection for Large-Scale Inference. http://arxiv.org/abs/1312.5776

1 2 3 4 5 6 7 8 9 |

rvalues documentation built on May 29, 2017, 6:39 p.m.

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.