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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 ORCID iD [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.pdf
Vignettes: Acknowledgements
Bring Your Own Scores
A 10-minute Crash Course

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:

Please use the canonical form https://CRAN.R-project.org/package=dsos to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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