Computes conformal p-values for new observations given calibration
nonconformity scores. The p-value indicates how conforming a new
observation is relative to the calibration set.
Usage
conformal_pvalue(scores, new_scores)
Arguments
- scores
A numeric vector of calibration nonconformity scores.
- new_scores
A numeric vector of nonconformity scores for new
observations.
Value
A numeric vector of p-values, one per element of new_scores.
Each p-value is in (0, 1].
Examples
# Calibration scores from a conformal split
set.seed(42)
cal_scores <- abs(rnorm(100))
new_scores <- abs(rnorm(5))
pvals <- conformal_pvalue(cal_scores, new_scores)
print(pvals)
#> [1] 0.25742574 0.29702970 0.32673267 0.07920792 0.49504950