OverlapCurve | R Documentation |
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.
OverlapCurve(object, plot = TRUE, xlim, ylim, xlab, ylab, main, ...)
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-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.
A function returning estimated overlap values.
Nicholas Henderson and Michael Newton
Henderson, N.C. and Newton, M.A. (2016). Making the cut: improved ranking and selection for large-scale inference. J. Royal Statist. Soc. B., 78(4), 781-804. doi: 10.1111/rssb.12131 https://arxiv.org/abs/1312.5776
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)
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