PPI++ estimator for continuous scores
ppi_pp_continuous_point_and_ci.RdPPI++ estimator for continuous scores
Usage
ppi_pp_continuous_point_and_ci(
Y_cal,
Yhat_cal,
Yhat_test,
alpha = 0.1,
lambda_range = c(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.
- lambda_range
Numeric length-2 vector giving the optimization interval.