mapie.metrics.kuiper_p_value

mapie.metrics.kuiper_p_value(y_true: ndarray[Any, dtype[_ScalarType_co]], y_score: ndarray[Any, dtype[_ScalarType_co]]) float[source]

Compute Kuiper statistic p-value. Deduced from the corresponding statistic and CDF. It represents the probability of the observed statistic under the null hypothesis of perfect calibration.

Parameters
y_trueNDArray of shape (n_samples,)

An array of ground truth.

y_scoreNDArray of shape (n_samples,)

An array of scores.

Returns
float

The Kuiper p-value.

References

Tygert M. Calibration of P-values for calibration and for deviation of a subpopulation from the full population. arXiv preprint arXiv:2202.00100. 2022 Jan 31.

William Feller. The Asymptotic Distribution of the Range of Sums of Independent Random Variables. Ann. Math. Statist. 22 (3) 427 - 432 September, 1951.

Examples using mapie.metrics.kuiper_p_value