Test for no adverse shift in two-sample comparison when we have a training set, the reference distribution, and a test set. The approach is flexible (extensible) and relies on a robust and powerful test statistic, the weighted AUC. See Kamulete, V. M. (2021) <arXiv:2107.02990> for details. Outlier scores such as trust scores and prediction uncertainty can be used as the basis for comparison for example.
Version: | 0.1.1 |
Imports: | data.table (≥ 1.14.0), future.apply (≥ 1.9.0), ggplot2 (≥ 3.3.3), scales (≥ 1.1.1), simctest (≥ 2.6), stats (≥ 3.6.1) |
Suggests: | fdrtool (≥ 1.2.16), isotree (≥ 0.2.7), ranger (≥ 0.12.1), knitr (≥ 1.33), rmarkdown (≥ 2.7), testthat (≥ 3.0.2) |
Published: | 2022-08-16 |
Author: | Vathy M. Kamulete [aut, cre], Royal Bank of Canada (RBC) [cph] (Research supported by RBC) |
Maintainer: | Vathy M. Kamulete <vathymut at gmail.com> |
BugReports: | https://github.com/vathymut/dsos/issues |
License: | GPL (≥ 3) |
URL: | https://github.com/vathymut/dsos |
NeedsCompilation: | no |
Language: | en-US |
Materials: | NEWS |
CRAN checks: | dsos results |
Reference manual: | dsos.pdf |
Vignettes: |
Acknowledgements Bring Your Own Scores A 10-minute Crash Course |
Package source: | dsos_0.1.1.tar.gz |
Windows binaries: | r-devel: dsos_0.1.1.zip, r-release: dsos_0.1.1.zip, r-oldrel: dsos_0.1.1.zip |
macOS binaries: | r-release (arm64): dsos_0.1.1.tgz, r-oldrel (arm64): dsos_0.1.1.tgz, r-release (x86_64): dsos_0.1.1.tgz, r-oldrel (x86_64): dsos_0.1.1.tgz |
Old sources: | dsos archive |
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