Crandore Hub

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>.

Versions across snapshots

VersionRepositoryFileSize
0.2.1 2026-04-09 windows/windows R-4.5 calibrationband_0.2.1.zip 525.3 KiB

Dependencies (latest)

Imports

LinkingTo