kumulant
kumulant/com.eignex.kumulant.stat.calibration/IsotonicCalibratorResult

IsotonicCalibratorResult

@Serializable
@SerialName(value = "IsotonicCalibratorResult")
data class IsotonicCalibratorResult(val numBins: Int, val binMidpoints: DoubleArray, val probabilities: DoubleArray, val totalWeights: Double) : Result(source)

Snapshot from IsotonicCalibratorStat: a non-decreasing step function from raw score in [0, 1] to calibrated probability, derived from a binned (positives, total) histogram via Pool Adjacent Violators.

The arrays are parallel and length numBins. binMidpoints are equal-width centres over [0, 1]; probabilities are PAV-monotonised empirical positive rates, with any empty bins carrying the rate of the nearest non-empty pool.

Constructors

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constructor(numBins: Int, binMidpoints: DoubleArray, probabilities: DoubleArray, totalWeights: Double)

Properties

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val binMidpoints: DoubleArray

Midpoint of each bin; parallel to probabilities.

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val numBins: Int

Number of equal-width bins covering [0, 1].

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val probabilities: DoubleArray

Monotone-non-decreasing calibrated probability per bin.

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val totalWeights: Double

Cumulative observation weight folded in.

Functions

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fun calibrate(x: Double): Double

Calibrated probability for raw score x. Out-of-range inputs are clamped to [0, 1]; intermediate values are linearly interpolated between bin midpoints to keep the function continuous between known knots.

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open operator override fun equals(other: Any?): Boolean
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open override fun hashCode(): Int

IsotonicCalibratorResult

constructor(numBins: Int, binMidpoints: DoubleArray, probabilities: DoubleArray, totalWeights: Double)(source)

binMidpoints

val binMidpoints: DoubleArray(source)

Midpoint of each bin; parallel to probabilities.

calibrate

fun calibrate(x: Double): Double(source)

Calibrated probability for raw score x. Out-of-range inputs are clamped to [0, 1]; intermediate values are linearly interpolated between bin midpoints to keep the function continuous between known knots.

equals

open operator override fun equals(other: Any?): Boolean(source)

hashCode

open override fun hashCode(): Int(source)

numBins

val numBins: Int(source)

Number of equal-width bins covering [0, 1].

probabilities

val probabilities: DoubleArray(source)

Monotone-non-decreasing calibrated probability per bin.

totalWeights

val totalWeights: Double(source)

Cumulative observation weight folded in.