calculate_validation_statistics {bmstdr} | R Documentation |
Calculates the four validation statistics: RMSE, MAE, CRPS and coverage given the observed values and MCMC iterates.
Description
Calculates the four validation statistics: RMSE, MAE, CRPS and coverage given the observed values and MCMC iterates.
Usage
calculate_validation_statistics(yval, yits, level = 95, summarystat = "mean")
Arguments
yval |
A vector containing n observed values of the response variable. |
yits |
A n by N matrix of predictive samples from the n observations contained in yval. |
level |
The nominal coverage level, defaults to 95%. |
summarystat |
Summary statistics to use to calculate the validation predictions from the samples. It should be a function like mean or median which can be calculated by R. The default is mean. |
Value
A list giving the rmse, mae, crps and coverage.
Examples
set.seed(4)
vrows <- sample(nrow(nysptime), 100)
M1 <- Bsptime(model="lm", formula=y8hrmax~xmaxtemp+xwdsp+xrh, data=nysptime,
validrows=vrows, scale.transform = "SQRT")
valstats <- calculate_validation_statistics(M1$yobs_preds$y8hrmax,
yits=t(M1$valpreds))
unlist(valstats)
[Package bmstdr version 0.7.9 Index]