dsos

dsos-package

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) <a href="https://arxiv.org/abs/1908.04000">arXiv:1908.04000</a>. Modern notions of outlyingness such as trust scores and prediction uncertainty can be used as the underlying scores for example.

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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.

Vathy M. Kamulete

Dataset Shift with Outlier Scores

 Royal Bank of Canada (RBC)

dsos-package function

Maintainer: Vathy M. Kamulete <a href="/link/vathymut%40gmail.com?package=dsos&version=0.1.2" data-mini-rdoc="dsos::vathymut@gmail.com">vathymut@gmail.com</a> (<a href="https://orcid.org/0000-0002-4451-3743">ORCID</a>)
Other contributors:<ul>
<li>Royal Bank of Canada (RBC) (Research supported and funded by RBC) [copyright holder]</li>
</ul>

Author

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) <a href='https://arxiv.org/abs/1908.04000'>arXiv:1908.04000</a>. Modern notions of outlyingness such as trust scores and prediction uncertainty can be used as the underlying scores for example.

dsos: Dataset Shift with Outlier Scores — dsos-package

Maintainer: Vathy M. Kamulete <a href='mailto:vathymut@gmail.com'>vathymut@gmail.com</a> (<a href='https://orcid.org/0000-0002-4451-3743'>ORCID</a>)
Other contributors:<ul>
<li>Royal Bank of Canada (RBC) (Research supported and funded by RBC) [copyright holder]</li>
</ul>

dsos-package: dsos: Dataset Shift with Outlier Scores

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