Calculate WoE for sample-specific error probabilities using profile likelihood using numerical optimisation
Source:R/LR-integrate.R
calc_WoE_wTwR_profilemax_wT_num.RdCalculate WoE for sample-specific error probabilities using profile likelihood using numerical optimisation
Examples
calc_LRs_wTwR(xT = c(0, 0), xR = c(0, 1), wT = 1e-2, wR = 1e-5, p = c(0.25, 0.25, 0.5)) |> log10() |> sum()
#> [1] -0.7995914
calc_WoE_wTwR_profilemax_wT_num(
xT = c(0, 0),
xR = c(0, 1),
wR = 1e-5,
p = c(0.25, 0.25, 0.5))
#> $wT_H1
#> [1] 0.2499892
#>
#> $wT_H2
#> [1] 0.5
#>
#> $log10PrE_H1
#> [1] -2.18098
#>
#> $log10PrE_H2
#> [1] -2.408227
#>
#> $WoE
#> [1] 0.2272467
#>
shpT <- get_beta_parameters(mu = 1e-2, sigmasq = 1e-7, a = 0, b = 0.5)
# curve(dbeta05(x, shpT[1], shpT[2]), from = 0, to = 0.1, n = 1001)
calc_WoE_wTwR_integrate_wT_mc(
xT = c(0, 0),
xR = c(0, 1),
shape1T = shpT[1], shape2T = shpT[2],
wR = 1e-5,
p = c(0.25, 0.25, 0.5),
n_samples = 1000)
#> $WoE
#> [1] -0.7995725
#>
#> $WoEs
#> [1] 0.5976007 -1.3971731
#>
calc_WoE_wTwR_integrate_wT_num(
xT = c(0, 0),
xR = c(0, 1),
shape1T = shpT[1], shape2T = shpT[2],
wR = 1e-5,
p = c(0.25, 0.25, 0.5))
#> $WoE
#> [1] -0.7998079
#>
#> $WoEs
#> [1] 0.597603 -1.397411
#>