Hello, I'd need to compute the calibration error of posterior class probabilities p(y|x) estimated by using rpart as classification tree. Namely, I train rpart on a dataset D and then use predict(... type="prob") to estimate p(y|x).
I've found the possibility to do that in the ROCR package, but I cannot find a link to a paper/book which explains the details of the implemented algorithm. Do you know of any reference where I can find the details of the algorithm that computes the calibration error implemented in ROCR (apart from ROCR's source code)? Is there any other function/package I can use to compute the calibration error? thank you, regards, Roberto ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
