rvalues (version 0.6.3)

OverlapCurve: Overlap Curve

Description

Estimates the expected proportion of units in the top fraction and those deemed to be in the top fraction by the r-value procedure. If plot=TRUE, the curve is plotted before the estimated function is returned.

Usage

OverlapCurve(object, plot = TRUE, xlim, ylim, xlab, ylab, main, ...)

Arguments

object

An object of class "rvals"

plot

logical. If TRUE, the estimated overlap curve is plotted.

xlim, ylim

x and y - axis limits for the plot

xlab,ylab

x and y - axis labels

main

the title of the plot

additional arguments to plot.default

Value

A function returning estimated overlap values.

Details

For parameters of interest \(\theta_1,...,\theta_n\) and corresponding r-values \(r_1,...,r_n\), the overlap at a particular value of \(\alpha\) is defined to be $$ overlap(\alpha) = P(\theta_i \ge \theta_\alpha, r_i \le \alpha), $$ where the threshold \(\theta_\alpha\) is the upper-\(\alpha\)th quantile of the distribution of the \(\theta_i\) (i.e., \(P(\theta_i \ge \theta_\alpha) = \alpha\)). OverlapCurve estimates this overlap for values of alpha across (0,1) and plots (if plot=TRUE) the resulting curve.

References

Henderson, N.C. and Newton, M.A. (2015) Making the Cut: Improved Ranking and Selection for Large-Scale Inference. http://arxiv.org/abs/1312.5776

Examples

Run this code
# NOT RUN {
n <- 500
theta <- rnorm(n)
ses <- sqrt(rgamma(n,shape=1,scale=1))
XX <- theta + ses*rnorm(n)
dd <- cbind(XX,ses)

rvs <- rvalues(dd, family = gaussian)

OverlapCurve(rvs, cex.main = 1.5)
# }

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