Comprehensive calibration assessment for binary outcomes

Comprehensive calibration assessment for binary outcomes

Usage

assess_calibration(y_true, y_pred, n_groups = 10L)

Arguments

y_true

Integer 0/1 vector.

y_pred

Predicted probabilities.

n_groups

Hosmer-Lemeshow groups.

Value

An object of class "class_name".

Examples

set.seed(1)
y <- rbinom(200, 1, 0.4)
p <- plogis(rnorm(200, mean = -0.4))
res <- assess_calibration(y, p, n_groups = 10L)
res$brier_score
#> [1] 0.2866615