Calibration Analysis
CommunityImprove model calibration and reliability.
Data & Analytics#calibration#model-evaluation#machine-learning#brier-score#information-ratio#calibration-curve#pnl-attribution
Authortrudumb
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Systematic analysis of model predictions vs realized outcomes to identify exactly where the model is wrong and by how much.
Core Features & Use Cases
- Brier score decomposition (reliability, resolution, uncertainty) and information ratio to quantify calibration quality across prediction bins.
- Calibration Curve construction and Conditional Calibration across regimes and time-based slices for targeted improvements.
- Daily calibration reporting and PnL attribution workflows to monitor model health in production.
Quick Start
Provide the latest prediction probabilities and outcomes to compute Brier decomposition, calibration curve, and conditional calibration, then generate and review the daily calibration report.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: Calibration Analysis Download link: https://github.com/trudumb/hyper_make/archive/main.zip#calibration-analysis Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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