evppivar.remote.Rd
Calculate the expected value of partial perfect information for an estimation problem. This computes the expected reduction in variance in some quantity of interest with perfect information about a parameter or parameters of interest.
evppivar.remote( outputs, inputs, pars = NULL, method = NULL, nsim = NULL, verbose = TRUE, ... )
outputs | This could take one of two forms "net benefit" form: a matrix or data frame of samples from the uncertainty distribution of the expected net benefit. The number of rows should equal the number of samples, and the number of columns should equal the number of decision options. "cost-effectiveness analysis" form: a list with the following named components:
Objects of class If |
---|---|
inputs | Matrix or data frame of samples from the uncertainty
distribution of the input parameters of the decision model. The number
of columns should equal the number of parameters, and the columns should
be named. This should have the same number of rows as there are samples
in |
pars | A character vector giving the parameters of interest, for which a single EVPPI calculation is required. If the vector has multiple element, then the joint expected value of perfect information on all these parameters together is calculated. Alternatively,
|
method | Character string indicating the calculation method. The default methods are based on nonparametric regression |
nsim | Number of simulations from the model to use for calculating
EVPPI. The first |
verbose | If |
... | Other arguments to control specific methods. |
expected reduction in variance in some quantity of interest with perfect information about a parameter or parameters of interest
p1 <- rbeta(10000, 5, 95) beta <- rnorm(10000, 0.8, 0.4) p2 <- plogis(qlogis(p1) + beta) inputs <- data.frame(p1, beta) evppivar.remote(p2, inputs, par="p1")#>#> $pars #> [1] "p1" #> #> $evppi #> [1] 0.0019 #>