I want to perform an isotonic regression calibration of posterior probabilities of records. Is there any R package/function for it?

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Best answer

**probability.calibration()** function of **rfUtilities** package can be used to perform an isotonic regression calibration of posterior probabilities.

If **rfUtilities **is not installed, you can install it before running the function.

library(rfUtilities)

p_calibrated = probability.calibration(y, p, regularization = FALSE)

where y = vector of actual labels

and p = vector of posterior probabilities from the model