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) <doi:10.48550/arXiv.1908.04000>. Modern notions of outlyingness such as trust scores and prediction uncertainty can be used as the underlying scores for example.
| Version: | 0.1.2 |
| Imports: | data.table (≥ 1.14.6),future.apply (≥ 1.10.0),ggplot2 (≥3.4.0),scales (≥ 1.2.1),simctest (≥ 2.6), stats (≥ 4.2.1) |
| Suggests: | fdrtool (≥ 1.2.17),knitr (≥ 1.42),rmarkdown (≥ 2.20),testthat (≥ 3.1.6) |
| Published: | 2023-02-19 |
| DOI: | 10.32614/CRAN.package.dsos |
| Author: | Vathy M. Kamulete [aut, cre], Royal Bank of Canada (RBC) [cph] (Research supported and funded by RBC) |
| Maintainer: | Vathy M. Kamulete <vathymut at gmail.com> |
| BugReports: | https://github.com/vathymut/dsos/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/vathymut/dsos |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | NEWS |
| CRAN checks: | dsos results |
Documentation:
| Reference manual: | dsos.html ,dsos.pdf |
| Vignettes: | Acknowledgements (source) Bring Your Own Scores (source,R code) A 10-minute Crash Course (source,R code) |
Downloads:
| Package source: | dsos_0.1.2.tar.gz |
| Windows binaries: | r-devel:dsos_0.1.2.zip, r-release:dsos_0.1.2.zip, r-oldrel:dsos_0.1.2.zip |
| macOS binaries: | r-release (arm64):dsos_0.1.2.tgz, r-oldrel (arm64):dsos_0.1.2.tgz, r-release (x86_64):dsos_0.1.2.tgz, r-oldrel (x86_64):dsos_0.1.2.tgz |
| Old sources: | dsos archive |
Linking:
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