[R] Help producing plot for assessing forecasting accuracy

[Jay Ulfelder]

Dear colleagues,

I'm trying (and failing) to write the script required to generate a
chart that would help me assess the forecasting accuracy of a logistic
regression model by plotting the cumulative proportion of observed
events occurring in cases across the range of possible predicted
probabilities. In other words, let:

x = any value on 0-1 scale

phat_i = predicted probability of event Y from logit model for case i

y_i = observed outcome (0/1) for case i

Y_cond = sum(y_i) conditional on phat_i <= x

Y_tot = total number of events observed in sample

What I'm trying to plot is (Y_cond)/(Y_tot) across all values of x. I
would be grateful for any guidance you can offer, and I'm sorry if
I've overlooked some really simple solution; I'm fairly new to R and
learning by doing.

Regards,
Jay

-- 
Jay Ulfelder, Ph.D.
Research Director
Political Instability Task Force
Science Applications International Corp. (SAIC)
jay_ulfelder at stanfordalumni.org
(301) 588-8478 [home office]
(301) 580-8736 [mobile]