unsup_get_avg_pvalue: Get average p-value for unsupervised repeated subsampling...

In RobinMDunn/ConformalTwoLayer: Distribution-Free Prediction Sets for Two-Layer Hierarchical Data

Get average p-value for unsupervised repeated subsampling method

Description

On a subsample b containing 1 observation from each of the k subjects, the p-value at u is inf{alpha : u not in [Y^b_(r), Y^b_(s)]}, where r = floor((k+1)(alpha/2)) and s = ceiling((k+1)(1-alpha/2)). The p-value is 1 if u is in [Y^b_(floor((k+1)/2)), Y^b_(ceiling((k+1)/2))]. Compute p-value of u on each subsample, and return the average p-value.

Usage

unsup_get_avg_pvalue(Y_subsample_mat, u)

Arguments

Y_subsample_mat	Data frame where each row is a subsample of one observation from each of the k subjects
u	Observation at which to compute p-value

Value

Average p-value of u across repeated subsamples

RobinMDunn/ConformalTwoLayer documentation built on March 22, 2022, 6:38 p.m.