compute_calibration | R Documentation |
Estimate calibration given forecasts and corresponding outcomes
compute_calibration( forecast, outcome, method = c("smoothing", "binning"), CI = NULL, binwidth = NULL, ... )
forecast |
Vector of probability forecasts. |
outcome |
Vector of observations (0 or 1). |
method |
Method used to estimate calibration, either |
CI |
Confidence level (e.g. 0.95).
CI not computed if |
binwidth |
Binwidth when calibration is estimated by binning.
If |
... |
Arguments of |
Dataframe with columns Forecast
(bins), Frequency
(frequency of outcomes in the bin),
Lower
(lower bound of the CI) and Upper
(upper bound of the CI).
N <- 1e4 f <- rbeta(N, 1, 1) o <- sapply(f, function(x) {rbinom(1, 1, x)}) lapply(c("binning", "smoothing"), function(m) { cal <- compute_calibration(f, o, method = m) with(cal, plot(Forecast, Frequency, type = "l")) abline(c(0, 1), col = "red") })
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