How to make reliability diagram for continuous variable ?

I have a forecast variable

f=[0.2 0.5 0.7 1 0.9]

and corresponding observed values

o=[0.1 0.4 0.5 0.9 1 ]

How to estimate forecast probabilities and observed relative frequencies for reliability diagram.

Thanks

Answer 1

[Ningshan Li]

In Python, you could simply use sklearn.calibration.calibration_curve to get the elements for ploting reliability diagram (or calibaration curve). Even you can use a higer-level package scikitplot.metrics.plot_calibration_curve to directly produce a drawed figure.

Unfortunately there is no similar official functions in Matlab as I known, but there is a custom function PLOTRELIABILITY by @Skynet. You can try this function, or make your own functions based on this one.