Risk-utility trade-off map

Reproduces Figure 4 of the paper: for each (sigma_nu, n) the curve traces the (information loss, risk) couple as rho runs over ]0;1]. Loss on the x-axis, risk on the y-axis, colour by sigma_nu, panels by n, and open symbols marking a few reference dominance levels.

Usage

pm_plot_tradeoff(
  x,
  loss = c("EZ", "CI"),
  sigma_nu = NULL,
  n = NULL,
  beta = NULL,
  sigma_eps = NULL,
  scenario = NULL,
  rho_marks = c(0.8, 0.9, 0.95),
  thresholds = c(0.5, 0.8)
)

Arguments

x

A calibration table (e.g. from pm_calib_dominance()).

loss

Loss metric on the x-axis: "EZ" (mean absolute loss, default) or "CI" (upper confidence bound).

sigma_nu, n, beta, sigma_eps, scenario

Optional values to keep.

rho_marks

Dominance levels highlighted with a symbol.

thresholds

Risk levels drawn as dashed horizontal lines.

Value

A ggplot object.

Details

Generalised on the choice of the risk metric only: pick the scenario with scenario when the table carries several, since a single risk column can be plotted at a time.

Examples

grid <- pm_calib_dominance(sigma_eps = 0.031, beta = 0.2)
pm_plot_tradeoff(grid)