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[ENH] Add calibration_plot
for probabilistic forecasts
#5632
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Check out this pull request on See visual diffs & provide feedback on Jupyter Notebooks. Powered by ReviewNB |
sktime/utils/plotting.py
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y_true : pd.Series |
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could also be single-series iterable, e.g., 1-column pd.DataFrame
etc?
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Yes also possible are single columned pd.DataFrames and np.arrays
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so the docstrig should say so, no?
TODO
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Looks good!
Quick question, the notebook diff is large, have you checked this is all benign?
calibration_plot
methodcalibration_plot
for probabilistic forecasts
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As discussed, large diff is due to new content at the end of notebook
Reference Issues/PRs
fixes #5631
What does this implement/fix? Explain your changes.
This implements a method to create calibration plots and adds an example in the probabilistic forecasting notebook.
Did you add any tests for the change?
I would appreciate feedback on how testing of plot functionalities should look like
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