Fit calibration model using cubic spline
Usage
fit_calibration_spline(Y_cal, Yhat_cal, df = 4)
Arguments
- Y_cal
Vector of true labels on the calibration set.
- Yhat_cal
Vector of surrogate predictions on the calibration set.
- df
Degrees of freedom for the spline basis.
Value
A function that maps new surrogate values to calibrated predictions.