fishersTestExceedance {CondIndTests}

Fishers test to test whether the exceedance of the conditional quantiles is independent of the categorical variable E.

Description

Used as a subroutine in InvariantConditionalQuantilePrediction to test whether the exceedance of the conditional quantiles is independent of the categorical variable E.

Usage

fishersTestExceedance(Y, predicted, E, verbose)

Arguments

Y

An n-dimensional vector.

predicted

A matrix with n rows. The columns contain predictions for different conditional quantiles of Y|X.

E

An n-dimensional vector. E needs to be a factor.

verbose

Set to TRUE if output should be printed.

Value

A list with the p-value for the test.