STK_EXAMPLE_DOE04 Probability of misclassification The upper panel shows posterior means and variances as usual, and the threshold of interest, which is at T = 0.85 (dashed line). The lower panel shows the probability of misclassification as a function of x (blue curve), i.e., the probability that the actual value of the function is not on the same side of the threshold as the prediction (posterior mean). We also plot the expected future probability of misclassification (magenta curve), should a new evaluation be made at x = 3. Note that both probabilities are obtained using stk_pmisclass.
Package: stk