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calibrationband: Calibration Bands
Package to assess the calibration of probabilistic classifiers using confidence bands for monotonic functions. Besides testing the classical goodness-of-fit null hypothesis of perfect calibration, the confidence bands calculated within that package facilitate inverted goodness-of-fit tests whose rejection allows for a sought-after conclusion of a sufficiently well-calibrated model. The package creates flexible graphical tools to perform these tests. For construction details see also Dimitriadis, Dümbgen, Henzi, Puke, Ziegel (2022) <arXiv:2203.04065>.
Getting started
Browse package contents
Package details |
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| Author | Timo Dimitriadis [aut], Alexander Henzi [aut], Marius Puke [aut, cre] |
| Maintainer | Marius Puke <marius.puke@uni-hohenheim.de> |
| License | GPL-3 |
| Version | 0.2.1 |
| URL | https://github.com/marius-cp/calibrationband https://marius-cp.github.io/calibrationband/ |
| Package repository | View on CRAN |
| Installation |
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