Cumulative Calibration Assessment for Prediction Models


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Documentation for package ‘cumulcalib’ version 0.1.0

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cumulcalib Cumulative calibration assessment
cumulcalibITE Cumulative calibration assessment for individual treatment effect (ITE) predictions
pKolmogorov CDF of the Kolmogorov distribution
plot.cumulcalib Generates cumulative calibration plots
pMAD_BM CDF of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval
pMAD_BM_c CDF of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval, conditional on its terminal value
print.cumulcalib Concise printing of a cumulcalib object
print.summary.cumulcalib Print a cumulcalib summary
qKolmogorov Quantile function of the Kolmogorov distribution
qMAD_BM Quantile function of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval
qMAD_BM_c Quantile function of the distribution of the maximum absolute deviation of Brownian motion in [0,1] interval, conditional on its terminal value
summary.cumulcalib Summarize a cumulcalib object