CorrDiff: Calculate correlation difference between a forecast and a...

Description Usage Arguments Value References See Also Examples

View source: R/CorrDiff.R

Description

Calculate correlation difference between a forecast and a reference forecast, and assess uncertainty

Usage

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CorrDiff(fcst, fcst.ref, obs, N.eff = NA, conf.level = 0.95,
  handle.na = "na.fail")

Arguments

fcst

vector of forecasts

fcst.ref

vector of reference forecasts

obs

vector of observations

N.eff

user-defined effective sample size to be used in hypothesis test and for confidence bounds; if NA, the length of 'obs' is used after removing missing values; default: NA

conf.level

confidence level for the confidence interval; default = 0.95

handle.na

how should missing values in forecasts and observations be handled; possible values are 'na.fail' and 'only.complete.triplets'; default: 'na.fail'

Value

vector with correlation difference, one-sided p-value, and central confidence interval at the user-defined confidence level

References

Steiger (1980): Tests for comparing elements of a correlation matrix. Psychological Bulletin. doi: 10.1037/0033-2909.87.2.245 Zou (2007): Toward using confidence intervals to compare correlations. Psychological Methods. doi: 10.1037/1082-989X.12.4.399

See Also

Corr

Examples

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SpecsVerification documentation built on May 29, 2017, 2:15 p.m.