Skip to content

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.

Downloads

309

Last 30 days

12906th

734

Last 90 days

2.6K

Last year

Trend: +49.3% (30d vs prior 30d)

CRAN Check Status

1 ERROR
13 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 ERROR
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (1 non-OK)
ERROR r-oldrel-windows-x86_64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building 'ASPRE_example.Rmd' using rmarkdown
! Package pdftex.def Error: File `0eaf7c8e427710ea5e018c6c3030463ec06581b1.pdf'
 not found: using draft setting.

Error: processing vignette 'ASPRE_example.Rmd' failed with diagnostics:
LaTeX failed to compile D:/RCompile/CRANpkg/local/4.4/OptHoldoutSize.Rcheck/vign_test/OptHoldoutSize/vignettes/ASPRE_example.tex. See https://yihui.org/tinytex/r/#debugging for debugging tips. See ASPRE_example.log for more info.
--- failed re-building 'ASPRE_example.Rmd'

--- re-building 'comparison_of_algorithms.Rmd' using rmarkdown
! Package pdftex.def Error: File `16f519e842a28e20f48a48c2185344d4a39badd1.pdf'
 not found: using draft setting.

Error: processing vignette 'comparison_of_algorithms.Rmd' failed with diagnostics:
LaTeX failed to compile D:/RCompile/CRANpkg/local/4.4/OptHoldoutSize.Rcheck/vign_test/OptHoldoutSize/vignettes/comparison_of_algorithms.tex. See https://yihui.org/tinytex/r/#debugging for debugging tips. See comparison_of_algorithms.log for more info.
--- failed re-building 'comparison_of_algorithms.Rmd'

--- re-building 'simulated_example.Rmd' using rmarkdown
! Package pdftex.def Error: File `830ece5e942c2ee018385ee2a2256185d333796b.pdf'
 not found: using draft setting.

Error: processing vignette 'simulated_example.Rmd' failed with diagnostics:
LaTeX failed to compile D:/RCompile/CRANpkg/local/4.4/OptHoldoutSize.Rcheck/vign_test/OptHoldoutSize/vignettes/simulated_example.tex. See https://yihui.org/tinytex/r/#debugging for debugging tips. See simulated_example.log for more info.
--- failed re-building 'simulated_example.Rmd'

SUMMARY: processing the following files failed:
  'ASPRE_example.Rmd' 'comparison_of_algorithms.Rmd'
  'simulated_example.Rmd'

Error: Vignette re-building failed.
Execution halted

Check History

ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 30, 2026
ERROR r-oldrel-windows-x86_64

re-building of vignette outputs

Error(s) in re-building vignettes:
--- re-building 'ASPRE_example.Rmd' using rmarkdown
! Package pdftex.def Error: File `0eaf7c8e427710ea5e018c6c3030463ec06581b1.pdf'
 not found: using draft setting.

Error: processing vignette 'ASPRE_example.Rmd' fa
...[truncated]...
le.log for more info.
--- failed re-building 'simulated_example.Rmd'

SUMMARY: processing the following files failed:
  'ASPRE_example.Rmd' 'comparison_of_algorithms.Rmd'
  'simulated_example.Rmd'

Error: Vignette re-building failed.
Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies matrixStats mnormt mvtnorm ranger mle.tools OptHoldoutSize

Version History

new 0.1.0.1 Mar 10, 2026
updated 0.1.0.1 ← 0.1.0.0 diff Apr 8, 2025
updated 0.1.0.0 ← 0.0.0.1 diff Feb 17, 2022
new 0.0.0.1 Feb 8, 2022