RESTK (version 1.0.1)

RESTK_validation: RESTK Validation

Description

RESTK_validation main function for the validation of the RESTK methodology by using the maxk line

Usage

RESTK_validation(
  validation_data = NULL,
  maxk_line = NULL,
  probs_interest = NULL,
  bootstrap_size = NULL,
  bootstrap_validation_sims = NULL
)

Value

Returns the estimated quantiles from the probabilities of interest

Arguments

validation_data

validation data

maxk_line

maxk line obtained from RESTK_training

probs_interest

Probabilities of interest to estimate

bootstrap_size

size of bootstrap simulations on the validation data

bootstrap_validation_sims

number of bootstrap simulations on the validation data

Examples

validation_data <- rnorm(1e3, mean = 100, sd = 10)
probs_interest <- c(1-1e-6, 1-1e-7)
bootstrap_size <- 1000
bootstrap_validation_sims <- 100
maxk_line <- c(100, 125, 150)
estimated_quants <- RESTK_validation(validation_data = validation_data,
                                     maxk_line = maxk_line,
                                     probs_interest = probs_interest,
                                     bootstrap_size = bootstrap_size,
                                     bootstrap_validation_sims = bootstrap_validation_sims)