getMCE function

getMCE

Maximum Calibration Error (MCE), returns maximum calibration error for equal-frequency binning model

getMCE(actual, predicted, n_bins = 10)

Arguments

• actual: vector of observed class labels (0/1)
• predicted: vector of uncalibrated predictions
• n_bins: number of bins of the underlying equal-frequency histogram, Default: 10

Returns

equal-frequency MCE value