wauc_from_os: Weighted AUC from Outlier Scores

In rbc-research/dsos: Dataset Shift with Outlier Scores

Description

Computes the weighted AUC with the weighting scheme described in Kamulete, V. M. (2021). This assumes that the training set is the reference distribution and specifies a particular functional form to derive weights from threshold scores.

Usage

wauc_from_os(os_train, os_test)

Arguments

os_train	Outlier scores in training set.
os_test	Outlier scores in test set.

Value

The value (scalar) of the weighted AUC given the weighting scheme.

References

Kamulete, V. M. (2021). Test for non-negligible adverse shifts. arXiv preprint arXiv:2107.02990.

Examples

library(dsos)
set.seed(12345)
os_train <- runif(n = 100)
os_test <- runif(n = 100)
test_stat <- wauc_from_os(os_train, os_test)

rbc-research/dsos documentation built on Dec. 22, 2021, 1:01 p.m.