Estimation of Optimal Size for a Holdout Set for Updating a Predictive Score R package OptHoldoutSize version 0.1.0.2 Predictive scores must be updated with care, because actions taken on the basis of existing risk scores causes bias in risk estimates from the updated score. A holdout set is a straightforward way to manage this problem: a proportion of the population is 'held-out' from computation of the previous risk score. This package provides tools to estimate a size for this holdout set and associated errors. Comprehensive vignettes are included. Please see: Haidar-Wehbe S, Emerson SR, Aslett LJM, Liley J (2022) <doi:10.48550/arXiv.2202.06374> (in Annals of Applied Statistics) for details of methods. Software Depends: R (>= 3.5.0), matrixStats, mnormt, mvtnorm, ranger Suggests: knitr, rmarkdown James Liley <james.liley@durham.ac.uk> Comprehensive R Archive Network (CRAN) Sami Haidar-Wehbe [aut], Sam Emerson [aut] (ORCID: <https://orcid.org/0000-0002-8379-2781>), Louis Aslett [aut] (ORCID: <https://orcid.org/0000-0003-2211-233X>), James Liley [cre, aut] (ORCID: <https://orcid.org/0000-0002-0049-8238>) GPL (>= 3) 2026-04-07 application/tgz https://CRAN.R-project.org/package=OptHoldoutSize doi:10.32614/CRAN.package.OptHoldoutSize