OptHoldoutSize
Estimation of Optimal Size for a Holdout Set for Updating a Predictive Score
v0.1.0.1
·
Apr 9, 2025
·
GPL (>= 3)
Description
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.
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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0.1.0.1
Mar 9, 2026