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Description

Optimal Diagnostic Cutoff Selection under Scale Mixtures of Skew-Normal Distributions.

Implements a parametric decision-theoretic framework for optimal diagnostic cutoff selection under the family of scale mixtures of skew-normal (SMSN) distributions, including the skew-normal (SN) and skew-t (ST) models as special cases. The optimal cutoff is defined by minimising a weighted misclassification risk that incorporates disease prevalence and asymmetric costs, leading to a likelihood-ratio equation that generalises the Youden criterion. Under a monotone likelihood ratio condition, existence, uniqueness, and global optimality of the cutoff are established. Asymptotic normality and a closed-form plug-in variance estimator are provided via the implicit function theorem and the multivariate delta method. Tools for model fitting, cutoff estimation, confidence intervals, the local identifiability diagnostic, and Monte Carlo simulation are included. The methodology is described in de Paula, Mouriño, and Dias Domingues (2026) <doi:10.48550/arXiv.2605.07829>.
Metadata

Version

0.1.0

License

Unknown

Platforms (80)

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