OverlapCurve: Overlap Curve

Description Usage Arguments Details Value Author(s) References Examples

Description

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.

Usage

1
OverlapCurve(object, plot = TRUE, xlim, ylim, xlab, ylab, main, ...)

Arguments

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 plot.default

Details

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-αth 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.

Value

A function returning estimated overlap values.

Author(s)

Nicholas Henderson and Michael Newton

References

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

Examples

1
2
3
4
5
6
7
8
9
n <- 500
theta <- rnorm(n)
ses <- sqrt(rgamma(n,shape=1,scale=1))
XX <- theta + ses*rnorm(n)
dd <- cbind(XX,ses)

rvs <- rvalues(dd, family = gaussian)

OverlapCurve(rvs, cex.main = 1.5)


Search within the rvalues package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.