Plotting monotone confidence bands

Uses the ggplot2 package to illustrate monotone confidence bands to assess calibration of prediction methods that issue probability forecasts.

Usage

# S3 method for calibrationband
autoplot(
  object,
  ...,
  approx.equi = NULL,
  cut.bands = FALSE,
  p_ribbon = NULL,
  p_isoreg = NULL,
  p_diag = NULL
)

# S3 method for calibrationband
autolayer(
  object,
  ...,
  approx.equi = NULL,
  cut.bands = FALSE,
  p_diag = NA,
  p_isoreg = NA,
  p_ribbon = NA
)

# S3 method for calibrationband
plot(x, ...)

Arguments

object

object of class calibrationband

...

Further arguments to be passed to or from methods.

approx.equi

If NULL, the bands are drawn for each prediction-realization pair. If it is a scalar, say z, the bounds are approximated at z equidistant point on the x-axis. Also see the effect of cut.bands if a scalar is specified.

In large data sets, approx.equi = NULL might result in capacity-consuming plots. In these cases, we recommend to set approx.equi equal to a value that is at least 200.

Note, we add important additional points the initial scalar of approx.equi to assure accurate transition areas (changes between miscalibrated and calibrated areas).

cut.bands

Cut the bands at most extreme prediction values. Bands will not be extended to 0 and 1 respectively if option is set equal to true.

p_ribbon

If non NULL, a ribbon is drawn. Contains a list of arguments for ggplot2::geom_polygon. See details for default list settings.

p_isoreg

If non NULL the isotonic regression curve is drawn. Contains a list of arguments for ggplot2::geom_line. See details for default list settings.

p_diag

If non NULL, the diagonal line is drawn. Contains list of arguments for ggplot2::geom_segment.

x

object of class calibrationband

Value

An object inheriting from class 'ggplot'.

Details

When plotting the monotone confidence band, the upper bound should be extended to the left, that is, the bound at x[i] is valid on the interval (x[i-1],x[i]]. The lower bound should be extended to the right, i.e. the bound at x[i] is extended to the interval [x[i],x[i + 1]). This function creates x and y values for correct plotting of these bounds.

autoplot behaves like any ggplot() + layer() combination. That means, customized plots should be created using autoplot and autolayer.

Setting any of the p_* arguments to NA disables that layer.

Default parameter values for p_*

p_isoreg	list(color = "darkgray")
p_diag	list(color = "black", fill="blue", alpha = .1)
p_ribbon	list(low = "gray", high = "red", guide = "none", limits=c(0,1))

Examples

s=.8
n=10000
x <- sort(runif(n))

p <- function(x,s){p = 1/(1+((1/x*(1-x))^(s+1)));return(p)}
dat <- data.frame(pr=x, y=rbinom(n,1,p(x,s)))

cb <- calibration_bands(x=dat$pr, y=dat$y,alpha=0.05, method="round", digits =3)

#simple plotting
plot(cb)

autoplot(cb)


#customize the plot using  ggplot2::autolayer
autoplot(
cb,
approx.equi=NULL,
p_ribbon = NA
)+
ggplot2::autolayer(
cb,
p_ribbon = list(alpha = .3, fill = "gray", colour = "blue"),
)