CorrDiff {SpecsVerification} | R Documentation |
Calculate correlation difference between a forecast and a reference forecast, and assess uncertainty
Description
Calculate correlation difference between a forecast and a reference forecast, and assess uncertainty
Usage
CorrDiff(
fcst,
fcst.ref,
obs,
N.eff = NA,
conf.level = 0.95,
handle.na = "na.fail"
)
Arguments
fcst |
vector of forecasts |
fcst.ref |
vector of reference forecasts |
obs |
vector of observations |
N.eff |
user-defined effective sample size to be used in hypothesis test and for confidence bounds; if NA, the length of 'obs' is used after removing missing values; default: NA |
conf.level |
confidence level for the confidence interval; default = 0.95 |
handle.na |
how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.triplets'; default: 'na.fail' |
Value
vector with correlation difference, one-sided p-value, and central confidence interval at the user-defined confidence level
References
Steiger (1980): Tests for comparing elements of a correlation matrix. Psychological Bulletin. doi: 10.1037/0033-2909.87.2.245 Zou (2007): Toward using confidence intervals to compare correlations. Psychological Methods. doi: 10.1037/1082-989X.12.4.399
See Also
Corr
Examples
data(eurotempforecast)
CorrDiff(rowMeans(ens), ens[, 1], obs)