CalibrationCurve

CalibrationCurve

The function plots the calibration curve.

Parameters:

• y_data: pd.Series
  A pandas Series with discrete dependent variable.
• probabilities: np.ndarray or pd.Series
  A numpy ndarray with estimated probabilities of default.
• n_bins: int
  Number of bins.
• label: str
  A label of the plot.

Exceptions:

• TypeError:
  Raised if y_data parameter is not a pandas Series.
  Raised if probabilities parameter is not a np.ndarray.
  Raised if n_bins parameter is not a positive integer.
  Raised if label parameter is not a string.
  

Example:

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from combat.calibration import CalibrationCurve

# Sample input data
y_data = pd.Series([0, 1, 0, 1, 0])
probabilities = np.array([0.2, 0.6, 0.1, 0.7, 0.3])
n_bins = 10
label = 'Calibration Curve'

# Plot Calibration Curve
CalibrationCurve(y_data, probabilities, n_bins, label)