[R] Probabilities calibration error & ROCR

Roberto Perdisci roberto.perdisci at gmail.com
Wed Jan 24 22:13:13 CET 2007

  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,

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