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.