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reliabilitydiag - Reliability Diagrams Using Isotonic Regression
Checking the reliability of predictions via the CORP approach, which generates provably statistically 'C'onsistent, 'O'ptimally binned, and 'R'eproducible reliability diagrams using the 'P'ool-adjacent-violators algorithm. See Dimitriadis, Gneiting, Jordan (2021) <doi:10.1073/pnas.2016191118>.
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4.53 score 10 stars 68 scripts 740 downloadstriptych - Diagnostic Graphics to Evaluate Forecast Performance
Overall predictive performance is measured by a mean score (or loss), which decomposes into miscalibration, discrimination, and uncertainty components. The main focus is visualization of these distinct and complementary aspects in joint displays. See Dimitriadis, Gneiting, Jordan, Vogel (2024) <doi:10.1016/j.ijforecast.2023.09.007>.
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2.98 score 1 stars 19 scripts 395 downloads