dsos-package {dsos} | R Documentation |
dsos: Dataset Shift with Outlier Scores
Description
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 and relies on a robust and powerful test statistic, the weighted AUC. Technical details are in Kamulete, V. M. (2021) arXiv:1908.04000. Modern notions of outlyingness such as trust scores and prediction uncertainty can be used as the underlying scores for example.
Author(s)
Maintainer: Vathy M. Kamulete vathymut@gmail.com (ORCID)
Other contributors:
Royal Bank of Canada (RBC) (Research supported and funded by RBC) [copyright holder]
See Also
Useful links:
[Package dsos version 0.1.2 Index]