RESTK {RESTK}

RESTK

Description

RESTK function used to project the maxk line into the probabilities of interest

Usage

RESTK(
  training_data = NULL,
  validation_data = NULL,
  probs = NULL,
  probs_interest = NULL,
  bootstrap_size = NULL,
  bootstrap_training_sims = NULL,
  bootstrap_validation_sims = NULL
)

Arguments

training_data

training data

validation_data

validation data

probs

Probabilities where maxk was evaluated

probs_interest

Probabilities of interest to estimate

bootstrap_size

size of bootstrap simulations on the training data

bootstrap_training_sims

number of bootstrap simulations on the training data

bootstrap_validation_sims

number of bootstrap simulations on the validation data

Value

Returns the maxk line for the probabilities of interest

Examples

training_data <- rnorm(1e3, mean = 100, sd = 10)
validation_data <- rnorm(1e3, mean = 100, sd = 10)
bootstrap_size <- 1000
bootstrap_training_sims <- 10
bootstrap_validation_sims <- 10
probs <- c(1-1e-1, 1-0.5e-1, 1-1e-2)
probs_interest <- c(1-1e-6, 1-1e-7)
maxk_line <- c(100, 125, 150)

estimated_quants <- RESTK(training_data = training_data,
                          validation_data = validation_data,
                          probs = probs,
                          probs_interest = probs_interest,
                          bootstrap_size = bootstrap_size,
                          bootstrap_training_sims = bootstrap_training_sims,
                          bootstrap_validation_sims = bootstrap_validation_sims)