winkler_score {fabletools} | R Documentation |
Interval estimate accuracy measures
Description
Interval estimate accuracy measures
Usage
winkler_score(.dist, .actual, level = 95, na.rm = TRUE, ...)
pinball_loss(.dist, .actual, level = 95, na.rm = TRUE, ...)
scaled_pinball_loss(
.dist,
.actual,
.train,
level = 95,
na.rm = TRUE,
demean = FALSE,
.period,
d = .period == 1,
D = .period > 1,
...
)
interval_accuracy_measures
Arguments
.dist |
The distribution of fitted values from the model, or forecasted values from the forecast. |
.actual |
A vector of responses matching the fitted values
(for forecast accuracy, |
level |
The level of the forecast interval. |
na.rm |
Remove the missing values before calculating the accuracy measure |
... |
Additional arguments for each measure. |
.train |
A vector of responses used to train the model
(for forecast accuracy, the |
demean |
Should the response be demeaned (MASE) |
.period |
The seasonal period of the data (defaulting to 'smallest' seasonal period). from a model, or forecasted values from the forecast. |
d |
Should the response model include a first difference? |
D |
Should the response model include a seasonal difference? |
Format
An object of class list
of length 3.