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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> (in Annals of Applied Statistics) for details of methods.

Versions across snapshots

VersionRepositoryFileSize
0.1.0.2 rolling linux/jammy R-4.5 OptHoldoutSize_0.1.0.2.tar.gz 3.2 MiB
0.1.0.2 rolling linux/noble R-4.5 OptHoldoutSize_0.1.0.2.tar.gz 3.2 MiB
0.1.0.2 rolling source/ R- OptHoldoutSize_0.1.0.2.tar.gz 2.9 MiB
0.1.0.2 latest linux/jammy R-4.5 OptHoldoutSize_0.1.0.2.tar.gz 3.2 MiB
0.1.0.2 latest linux/noble R-4.5 OptHoldoutSize_0.1.0.2.tar.gz 3.2 MiB
0.1.0.2 latest source/ R- OptHoldoutSize_0.1.0.2.tar.gz 2.9 MiB
0.1.0.2 2026-04-26 source/ R- OptHoldoutSize_0.1.0.2.tar.gz 2.9 MiB
0.1.0.2 2026-04-23 source/ R- OptHoldoutSize_0.1.0.2.tar.gz 2.9 MiB
0.1.0.2 2026-04-09 windows/windows R-4.5 OptHoldoutSize_0.1.0.2.zip 3.2 MiB

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