Computes a split-conformal anomaly score using Mahalanobis distances from
reference-training controls and calibration controls. The returned score is
1 - conformal p-value; larger values are more anomalous.
Usage
os_conformal_anomaly_score(X, train_rows, calibration_rows, ridge = 1e-06)
Arguments
- X
Numeric matrix or data frame.
- train_rows
Reference-training row selector.
- calibration_rows
Calibration row selector.
- ridge
Non-negative diagonal ridge for covariance.
Value
Numeric score vector.