checkinputs: Check inputs to function.

View source: R/scoreopt_functions.R

checkinputsR Documentation

Check inputs to function.

Description

This function checks that the inputs for scoreopt and total_score are correctly setup. It is called at the start of scoreopt.

Usage

checkinputs(data, prob, S, G, score = list(score = "energy", alpha = 1))

Arguments

data

Past data realisations as vectors in a list. Each list element corresponds to a period of training data.

prob

List of functions to simulate from probabilistic forecasts. Each list element corresponds to a period of training data. The output of each function should be a matrix.

S

Matrix encoding linear constraints.

G

Values of reconciliation parameters d and G where \tilde{y}=S(d+G\hat{y}). The first m elements correspond to translation vector d, while the remaining elements correspond to the matrix G where the elements are filled in column-major order.

score

Score to be used. This must be a list with two elements: score for the scoring rule (currently only energy supported) and alpha, an additional parameter used in the score (e.g. power in energy score, default is 1).


ProbReco documentation built on April 5, 2023, 5:10 p.m.