cumulcalib {cumulcalib}

Cumulative calibration assessment

Description

This is the core function for performing cumulative calibration assessment

Usage

cumulcalib(y, p, method = c("BB", "BM"), ordered = FALSE, n_sim = 0)

Arguments

y

vector of binary responses

p

vector of predicted probabilities.

method

string with either BB (Brownian bridge test, default method), BM (Brownian motion test), BM2p (two-part BM test - experimental), BB1p (one-part BB test wit only the 'bridge' component). Multiple methods can be specified. The first one will be the 'main' method (e.g., when submitting the resulting object to plot()). Default is c("BB","BM")

ordered

if TRUE, y and p are already ordered based on ascending values of p. This is to speed up simulations.

n_sim

if >0, indicates a simulation-based test is requested for inference.

Value

an objective of class cumulcalib that can be printed or plotted

Examples

pi <- rbeta(1000,1,2)
Y <- rbinom(length(pi),1,pi)
res <- cumulcalib(Y, pi, method="BB")
summary(res)
plot(res)