multilevel_exceedance_proba_error: Multilevel 'quantile_exceedance_proba_error'

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Multilevel 'quantile_exceedance_proba_error'

Description

Multilevel version of quantile_exceedance_proba_error().

Usage

multilevel_exceedance_proba_error(
  Probs,
  proba_levels = NULL,
  return_years = NULL,
  type_probs = c("cdf", "exceedance"),
  prefix = "",
  na.rm = FALSE,
  give_names = TRUE
)

Arguments

Probs	Matrix, whose columns give, for each proba_levels, the predicted probabilities to exceed or be smaller than a fixed quantile.
proba_levels	Vector of probability levels of the quantiles.
return_years	The probability levels can be given in term or return years instead. Only used if proba_levels is not given.
type_probs	Whether the predictions are the "cdf" (default) or "exceedance" probabilities.
prefix	A string prefix to add to the output's names (if give_names is TRUE).
na.rm	A logical value indicating whether NA values should be stripped before the computation proceeds.
give_names	Whether to name the output errors (bool).

Value

A vector of length length(proba_levels) giving the quantile_exceedance_proba_error() calibration metric of each column of Probs at the corresponding proba_levels. If give_names is TRUE, the output vector is named paste0(prefix, "exPrErr_q", proba_levels) (or paste0(prefix, "exPrErr_", return_years,"y") if return_years are given instead of proba_levels).

EQRN documentation built on April 4, 2025, 12:45 a.m.