quantile_exceedance_proba_error: Quantile exceedance probability prediction calibration error

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Quantile exceedance probability prediction calibration error

Description

Quantile exceedance probability prediction calibration error

Usage

quantile_exceedance_proba_error(
  Probs,
  prob_level = NULL,
  return_years = NULL,
  type_probs = c("cdf", "exceedance"),
  na.rm = FALSE
)

Arguments

Probs	Predicted probabilities to exceed or be smaller than a fixed quantile.
prob_level	Probability level of the quantile.
return_years	The probability level can be given in term or return years instead. Only used if prob_level is not given.
type_probs	Whether the predictions are the "cdf" (default) or "exceedance" probabilities.
na.rm	A logical value indicating whether NA values should be stripped before the computation proceeds.

Value

The calibration metric for the predicted probabilities.

Examples

quantile_exceedance_proba_error(c(0.1, 0.3, 0.2), prob_level=0.8)

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