fishersTestExceedance: Fishers test to test whether the exceedance of the...

Description Usage Arguments Value

View source: R/fishersTestExceedance.R

Description

Used as a subroutine in InvariantConditionalQuantilePrediction to test whether the exceedance of the conditional quantiles is independent of the categorical variable E.

Usage

1
fishersTestExceedance(Y, predicted, E, verbose)

Arguments

Y

An n-dimensional vector.

predicted

A matrix with n rows. The columns contain predictions for different conditional quantiles of Y|X.

E

An n-dimensional vector. E needs to be a factor.

verbose

Set to TRUE if output should be printed.

Value

A list with the p-value for the test.


CondIndTests documentation built on Nov. 12, 2019, 9:07 a.m.