Weighted AUC from Outlier Scores — wauc_from

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.

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

# \donttest{
library(dsos)
set.seed(12345)
os_train <- runif(n = 100)
os_test <- runif(n = 100)
test_stat <- wauc_from_os(os_train, os_test)
# }