+4 votes
in Programming Languages by (8.6k points)
I want to perform an isotonic regression calibration of posterior probabilities of records. Is there any R package/function for it?

1 Answer

0 votes
by (33.0k points)
edited by

probability.calibration() function of rfUtilities package can be used to perform an isotonic regression calibration of posterior probabilities.

If rfUtilities is not installed, you can install it before running the function.

library(rfUtilities)

p_calibrated = probability.calibration(y, p, regularization = FALSE)

where y = vector of actual labels

and p = vector of posterior probabilities from the model

Related questions

+3 votes
1 answer
+3 votes
1 answer
+3 votes
1 answer
...