Mathias-Fuchs/simTestSize: determine optimal test set size for simulation studies

This package's purpose is to provide guidance to a researcher who is about to perform a simulation study that involves drawing artificial training data and assessing the method's performance on testing data drawn from the same distribution. The main function simTestSize takes a training algorithm as argument and outputs an estimator for the optimal test set size, together with a confidence interval. The package is based on theory that states that the optimal test set size is determined by a function of the ratio of the variances of the conditional error rates to the average variance across test observations.

install.packages("devtools")
library(devtools)
install_github("Mathias-Fuchs/simTestSize")