Worst-case risk and loss range of a dominance calibration grid — summary.pm_calib

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_max, EZ_min, EZ_max, CI_min, CI_max (losses in percent).