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>.
