get_MCE_equal_width function

get_MCE_equal_width

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

get_MCE_equal_width(actual, predicted, bins = 10)

Arguments

• actual: vector of observed class labels (0/1)
• predicted: vector of uncalibrated predictions
• bins: number of bins for the binning model

Returns

equal-width MCE value