unsup_get_pvalue: Get p-value for unsupervised subsampling methods

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

Get p-value for unsupervised subsampling methods

Description

On a subsample containing 1 observation from each of the k subjects, the p-value at u is inf{alpha : u not in [Y_(r), Y_(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_(floor((k+1)/2)), Y_(ceiling((k+1)/2))]. Return p-value of u.

Usage

unsup_get_pvalue(u, Y_sorted)

Arguments

u	Observation at which to compute p-value
Y_sorted	Subsample containing one observation per subject, sorted from smallest to largest

Value

p-value of u on subsample

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