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Transform a diagnostic using predictable weights, either through the linear e-value localization 1 + w_t (E_t - 1) or through power tempering.

Usage

localize_predictive_diagnostic(
  diagnostic,
  weights,
  localization_name,
  mode = c("linear", "power"),
  alpha = diagnostic$alpha,
  metadata = list()
)

Arguments

diagnostic

A predictive_e_diagnostic object.

weights

Numeric weights in [0, 1], either scalar or one per observation.

localization_name

Label for the localized process.

mode

Either "linear" or "power".

alpha

Monitoring level.

metadata

Optional metadata list.

Value

A localized predictive_e_diagnostic object.