[R] Probabilities calibration error & ROCR

From: Roberto Perdisci <roberto.perdisci_at_gmail.com>
Date: Wed 24 Jan 2007 - 21:13:13 GMT


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



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