devmotion/rcalibration: Estimating and Testing Calibration of Probabilistic Predictive Models

An interface to the Julia packages 'CalibrationErrors.jl' <https://github.com/devmotion/CalibrationErrors.jl> and 'CalibrationTests.jl' <https://github.com/devmotion/CalibrationTests.jl>. The package allows the estimation of calibration errors such as ECE, SKCE, and UCME, and statistical testing of the null hypothesis that a probabilistic predictive model is calibrated.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.1.0
URL https://github.com/devmotion/rcalibration
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("devmotion/rcalibration")
devmotion/rcalibration documentation built on Feb. 13, 2022, 3:30 p.m.