Cumulative Calibration Assessment for Prediction Models

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Documentation for package ‘cumulcalib’ version 0.0.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

cumulcalib	Cumulative calibration assessment
pKolmogorov	CDF of the Kolmogorov distribution
plot.cumulcalib	Generates cumulative calibration plots
pMAD_BM	CDF of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval
pMAD_BM_c	CDF of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval, conditional on its terminal value
qKolmogorov	Quantile function of the Kolmogorov distribution
qMAD_BM	Quantile function of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval
qMAD_BM_c	Quantile function of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval, conditional on its terminal value
summary.cumulcalib	Summarizes a cumulcalib object