recalibratiNN

Quantile Recalibration for Regression Models

CRAN Package

Enables the diagnostics and enhancement of regression model calibration.It offers both global and local visualization tools for calibration diagnostics and provides one recalibration method: Torres R, Nott DJ, Sisson SA, Rodrigues T, Reis JG, Rodrigues GS (2024) doi:10.48550/arXiv.2403.05756. The method leverages on Probabilistic Integral Transform (PIT) values to both evaluate and perform the calibration of statistical models. For a more detailed description of the package, please refer to the bachelor's thesis available bellow.


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  • Imports10 packages
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