Goal | Prepare the data | Fit a classifier | Fit calibrators | Compare calibration metrics | Plot the calibrated probabilities

Why calibration matters | A three-split workflow | Fit a calibrator | Compare methods | Reliability diagram | Cross-validated calibration | Optional reference validation | Current scope

The main decision | Match the input scale | Compare methods on held-out data | Practical guidance

From two classes to several | Simulating an overconfident classifier | Measuring multiclass calibration | Temperature scaling on logits | Dirichlet calibration on probabilities | One-vs-rest calibration | Comparing the calibrators | Reliability diagram | Out-of-fold calibration | Scope

Purpose | Optional checks | Why not compare every method | Running the optional tests

List the available estimators | Fit one model | Run several methods | Compare one coefficient | Plot the robust standard errors | Compare confidence intervals directly | Compare covariance objects | Compare diagnostics across methods | What to report

The model and the target covariance matrix | The sandwich form | The hat matrix and leverage | Residual compression | The classical HC family | HC5 and HC5m | Overshooting | HCbeta motivation | HCbeta construction | Step 1: truncate leverage complements | Step 2: estimate Beta shape parameters by moments | Step 3: shrink toward the uniform cdf | Step 4: use a decaying exponent | Normal Wald inference | Practical guidance | Implementation notes | References

Data and Model | Available Estimators | Robust Inference | Test Extraction | Confidence Interval Extraction | Coefficients and Covariance Matrices | Covariance-Only Workflow | Plots | A Small Comparison | Typical Workflow

Run HCbeta | Extract coefficient test results | Inspect HCbeta parameters | Inspect leverage and weights | Use the covariance-only interface | Run a sensitivity check | Compare HCbeta with one classical estimator | Practical workflow

The model and the target covariance matrix | The sandwich form | The hat matrix and leverage | Residual compression | The classical HC family | HC5 and HC5m | Overshooting | HCbeta motivation | HCbeta construction | Step 1: truncate leverage complements | Step 2: estimate Beta shape parameters by moments | Step 3: shrink toward the uniform cdf | Step 4: use a decaying exponent | Normal Wald inference | Practical guidance | Implementation notes | References

Data and Model | Available Estimators | Robust Inference | Test Extraction | Confidence Interval Extraction | Coefficients and Covariance Matrices | Covariance-Only Workflow | Plots | A Small Comparison | Typical Workflow

List the available estimators | Fit one model | Run several methods | Compare one coefficient | Plot the robust standard errors | Compare confidence intervals directly | Compare covariance objects | Compare diagnostics across methods | What to report

Run HCbeta | Extract coefficient test results | Inspect HCbeta parameters | Inspect leverage and weights | Use the covariance-only interface | Run a sensitivity check | Compare HCbeta with one classical estimator | Practical workflow

Modified Beta Weibull distribution | Modified Beta Gamma distribution

Understanding the Method | Installation and loading the package | Using the accept_reject Function | Examples | Generating discrete observations | Generating continuous observations | Accessing metadata

Quantile-Quantile Plot | General usage format: | Examples | Discrete case | Continuous case

Motivation | Example of inspection