fishersTestExceedance

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

predicted

An n-dimensional vector. <code>E</code> needs to be a factor.

Set to <code>TRUE</code> if output should be printed.

verbose

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

Code for a variety of nonlinear conditional independence tests:
Kernel conditional independence test (Zhang et al., UAI 2011, <arXiv:1202.3775>),
Residual Prediction test (based on Shah and Buehlmann, <arXiv:1511.03334>),
Invariant environment prediction,
Invariant target prediction,
Invariant residual distribution test,
Invariant conditional quantile prediction (all from Heinze-Deml et al., <arXiv:1706.08576>).

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

Description

Usage

Arguments

Value