getcal {SPARRAfairness} | R Documentation |
getcal()
Description
Produces a set of points for a calibration plot.
Usage
getcal(
y,
ypred,
n = 10,
kernel = FALSE,
kernel_sd = 0.05,
alpha = 0.05,
c0 = 0,
c2 = 0.1
)
Arguments
y |
class labels, 0/1 or logical |
ypred |
predictions Pr(Y=1), numeric vector |
n |
number of subintervals/points |
kernel |
set to TRUE to use kernel method |
kernel_sd |
kernel width for kernel method; see above |
alpha |
return a pointwise confidence envolope for conservative 1-alpha confidence interval |
c0 |
for computing maximum bias; assume true covariance function is of the form a0+ a1x + a2x^2, with |a0|<c0, |a2|<c2 (c1 does not matter) |
c2 |
for computing maximum bias; assume true covariance function is of the form a0+ a1x + a2x^2, with |a0|<c0, |a2|<c2 (c1 does not matter) |
Details
Uses either a binning method or a kernel method to determine height of points.
In both methods, considers n equally spaced subintervals of (0,1)
Value
a list with components x (expected calibration), y (observed calibration), n (number of samples in bins, if relevant), lower/upper (confidence interval on y)
Examples
# See vignette