How to make reliability diagram for continuous variable ?

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Nitesh Patidar
Nitesh Patidar 2016-5-24
回答： Ningshan Li 2019-6-11
I have a forecast variable
f=[0.2 0.5 0.7 1 0.9]
and corresponding observed values
o=[0.1 0.4 0.5 0.9 1 ]
How to estimate forecast probabilities and observed relative frequencies for reliability diagram.
Thanks

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回答（1 个）

Ningshan Li
Ningshan Li 2019-6-11
In Python, you could simply use sklearn.calibration.calibration_curve to get the elements for ploting reliability diagram (or calibaration curve). Even you can use a higer-level package scikitplot.metrics.plot_calibration_curve to directly produce a drawed figure.
Unfortunately there is no similar official functions in Matlab as I known, but there is a custom function PLOTRELIABILITY by @Skynet. You can try this function, or make your own functions based on this one.

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