acc_intervals {errint} | R Documentation |
Accuracy of Error intervals
Description
int_intervals
computes the real accuracy of a given error intervals
for a particular set of errors and a particular error function.
Usage
acc_intervals(interv, errors, f = function(x, y) { abs(x - y) },
tol = 10^-8)
Arguments
interv |
error interval. |
errors |
set of errors. |
f |
error function to be used to compute error between real |
tol |
used to normalize residual values to (0,1) when beta is the assumed distribution. See also 'Details'. |
Details
f
must be a function that takes two arguments, x
and y
,
and return a numeric value.
The formula used to normalize residual values to (0,1) when a Beta distribution is
assumed is \frac{|\phi|}{max{|\phi|}+tol}
.
Value
Returns an object of class c("measure","list")
with information of
the interval accuracy.
Author(s)
Jesus Prada, jesus.prada@estudiante.uam.es
References
Link to the scientific paper
Prada, Jesus, and Jose Ramon Dorronsoro. "SVRs and Uncertainty Estimates in Wind Energy Prediction." Advances in Computational Intelligence. Springer International Publishing, 2015. 564-577,
with theoretical background for this package is provided below.
http://link.springer.com/chapter/10.1007/978-3-319-19222-2_47
See Also
Examples
interv<-int_gau(rnorm(10),0.1)
acc_intervals(interv,rnorm(10))
acc_intervals(interv,rnorm(10),function(x,y){x-y})