fishersTestExceedance {CondIndTests} | R Documentation |
Used as a subroutine in InvariantConditionalQuantilePrediction
to test whether the exceedance of the conditional quantiles
is independent of the categorical variable E.
fishersTestExceedance(Y, predicted, E, verbose)
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. |
verbose |
Set to |
A list with the p-value for the test.