# OverlapCurve: Overlap Curve In rvalues: R-Values for Ranking in High-Dimensional Settings

## 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) ```

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