dsos: Dataset Shift with Outlier Scores

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.

Package details

AuthorVathy M. Kamulete [aut, cre] (<https://orcid.org/0000-0002-4451-3743>), Royal Bank of Canada (RBC) [cph] (Research supported and funded by RBC)
MaintainerVathy M. Kamulete <vathymut@gmail.com>
LicenseGPL (>= 3)
Version0.1.2
URL https://github.com/vathymut/dsos
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dsos")

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dsos documentation built on March 7, 2023, 6:47 p.m.