PPI estimator for continuous scores
Usage
ppi_continuous_point_and_ci(Y_cal, Yhat_cal, Yhat_test, alpha = 0.1)
Arguments
- Y_cal
Vector of true labels on the calibration set.
- Yhat_cal
Vector of surrogate predictions on the calibration set.
- Yhat_test
Vector of surrogate predictions on the test set.
- alpha
Miscoverage level for the confidence interval.