Worst-case risk and loss range of a dominance calibration grid

Reduces the rho-resolved table to one row per parameter combination (sigma_nu, sigma_eps, n, beta). For each, reports where the scenario-I risk peaks and its value, and the range of the information loss: the minimum (smallest rho of the grid) and the maximum (rho = 1), in both metrics – expectation E|Z| and upper CI bound. The loss is monotone increasing in rho, so these are read at the extreme rho rows of each group.

Usage

# S3 method for class 'pm_calib_dominance'
summary(object, ...)

Arguments

object

A pm_calib_dominance table.

...

Ignored.

Value

A data.frame of class pm_calib_dominance_summary, with columns sigma_nu, sigma_eps, n, beta, rho_at_max_risk, risk_max, EZ_min, EZ_max, CI_min, CI_max (losses in percent).

Examples

grid <- pm_calib_dominance(sigma_nu = c(0.3, 0.4), n = c(3, 6), beta = 0.2)
summary(grid)
#>  sigma_nu sigma_eps n beta rho_at_max_risk risk_max EZ_min EZ_max CI_min CI_max
#>       0.3         0 3  0.2            0.92    0.543      0 23.937  0.000 58.799
#>       0.3         0 6  0.2            0.90    0.653      0 23.937  0.000 58.799
#>       0.4         0 3  0.2            0.88    0.443      0 31.915  0.001 78.399
#>       0.4         0 6  0.2            0.88    0.563      0 31.915  0.000 78.399