% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/calibrate.plot.R
\name{calibrate.plot}
\alias{calibrate.plot}
\title{Calibration plot}
\usage{
calibrate.plot(
  y,
  p,
  distribution = "bernoulli",
  replace = TRUE,
  line.par = list(col = "black"),
  shade.col = "lightyellow",
  shade.density = NULL,
  rug.par = list(side = 1),
  xlab = "Predicted value",
  ylab = "Observed average",
  xlim = NULL,
  ylim = NULL,
  knots = NULL,
  df = 6,
  ...
)
}
\arguments{
\item{y}{The outcome 0-1 variable.}

\item{p}{The predictions estimating E(y|x).}

\item{distribution}{The loss function used in creating \code{p}.
\code{bernoulli} and \code{poisson} are currently the only special options.
All others default to squared error assuming \code{gaussian}.}

\item{replace}{Determines whether this plot will replace or overlay the
current plot. \code{replace=FALSE} is useful for comparing the calibration
of several methods.}

\item{line.par}{Graphics parameters for the line.}

\item{shade.col}{Color for shading the 2 SE region. \code{shade.col=NA}
implies no 2 SE region.}

\item{shade.density}{The \code{density} parameter for \code{\link{polygon}}.}

\item{rug.par}{Graphics parameters passed to \code{\link{rug}}.}

\item{xlab}{x-axis label corresponding to the predicted values.}

\item{ylab}{y-axis label corresponding to the observed average.}

\item{xlim, ylim}{x- and y-axis limits. If not specified te function will
select limits.}

\item{knots, df}{These parameters are passed directly to
\code{\link[splines]{ns}} for constructing a natural spline smoother for the
calibration curve.}

\item{...}{Additional optional arguments to be passed onto 
\code{\link[graphics:plot.default]{plot}}}
}
\value{
No return values.
}
\description{
An experimental diagnostic tool that plots the fitted values versus the
actual average values. Currently only available when
\code{distribution = "bernoulli"}.
}
\details{
Uses natural splines to estimate E(y|p). Well-calibrated predictions imply
that E(y|p) = p. The plot also includes a pointwise 95% confidence band.
}
\examples{
# Don't want R CMD check to think there is a dependency on rpart
# so comment out the example
#library(rpart)
#data(kyphosis)
#y <- as.numeric(kyphosis$Kyphosis)-1
#x <- kyphosis$Age
#glm1 <- glm(y~poly(x,2),family=binomial)
#p <- predict(glm1,type="response")
#calibrate.plot(y, p, xlim=c(0,0.6), ylim=c(0,0.6))
}
\references{
J.F. Yates (1982). "External correspondence: decomposition of
the mean probability score," Organisational Behaviour and Human Performance
30:132-156.

D.J. Spiegelhalter (1986). "Probabilistic Prediction in Patient Management
and Clinical Trials," Statistics in Medicine 5:421-433.
}
\author{
Greg Ridgeway \email{gregridgeway@gmail.com}
}
\keyword{hplot}