Fit calibration model using GAM
Usage
fit_calibration_gam(Y_cal, Yhat_cal, k = 10)
Arguments
- Y_cal
Vector of true labels on the calibration set.
- Yhat_cal
Vector of surrogate predictions on the calibration set.
- k
Maximum basis dimension for the smooth term.
Value
A function that maps new surrogate values to calibrated predictions.