Package: calibrationband 0.1.1

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>.

Authors:Timo Dimitriadis [aut], Alexander Henzi [aut], Marius Puke [aut, cre]