Scores {ngboostForecast}

Select a rule to compare probabilistic predictions to the observed data.

Description

Select a rule to compare probabilistic predictions to the observed data. A score from ngboost.scores, e.g. LogScore.

Usage

Scores(score = c("LogScore", "CRPS", "CRPScore", "MLE"))

Arguments

score

A string. can be one of the following:

• LogScore : Generic class for the log scoring rule.

• CRPS : Generic class for the continuous ranked probability scoring rule.

• CRPScore : Generic class for the continuous ranked probability scoring rule.

• MLE : Generic class for the log scoring rule.

Value

A score class from ngboost.scores

Author(s)

Resul Akay