OptHoldoutSize: Estimation of Optimal Size for a Holdout Set for Updating a Predictive Score

Predictive scores must be updated with care, because actions taken on the basis of existing risk scores causes bias in risk estimates from the updated score. A holdout set is a straightforward way to manage this problem: a proportion of the population is 'held-out' from computation of the previous risk score. This package provides tools to estimate a size for this holdout set and associated errors. Comprehensive vignettes are included. Please see: Haidar-Wehbe S, Emerson SR, Aslett LJM, Liley J (2022) <doi:10.48550/arXiv.2202.06374> (to appear in Annals of Applied Statistics) for details of methods.

Version:	0.1.0.1
Depends:	R (≥ 3.5.0), matrixStats, mnormt, mvtnorm, ranger, mle.tools
Suggests:	knitr, rmarkdown
Published:	2025-04-09
DOI:	10.32614/CRAN.package.OptHoldoutSize
Author:	Sami Haidar-Wehbe [aut], Sam Emerson [aut], Louis Aslett [aut], James Liley [cre, aut]
Maintainer:	James Liley <james.liley at durham.ac.uk>
License:	GPL (≥ 3)
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	OptHoldoutSize results

Documentation:

Reference manual:	OptHoldoutSize.html , OptHoldoutSize.pdf
Vignettes:	ASPRE example (source, R code) Comparison of algorithms (source, R code) Simulated example (source, R code)

Downloads:

Package source:	OptHoldoutSize_0.1.0.1.tar.gz
Windows binaries:	r-devel: OptHoldoutSize_0.1.0.1.zip, r-release: OptHoldoutSize_0.1.0.1.zip, r-oldrel: OptHoldoutSize_0.1.0.1.zip
macOS binaries:	r-release (arm64): OptHoldoutSize_0.1.0.1.tgz, r-oldrel (arm64): OptHoldoutSize_0.1.0.1.tgz, r-release (x86_64): OptHoldoutSize_0.1.0.1.tgz, r-oldrel (x86_64): OptHoldoutSize_0.1.0.1.tgz
Old sources:	OptHoldoutSize archive

Linking:

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