scoringutils-package: scoringutils: Utilities for Scoring and Assessing Predictions

scoringutils-packageR Documentation

scoringutils: Utilities for Scoring and Assessing Predictions

Description

Provides a collection of metrics and proper scoring rules (Tilmann Gneiting & Adrian E Raftery (2007) doi: 10.1198/016214506000001437, Jordan, A., Krüger, F., & Lerch, S. (2019) doi: 10.18637/jss.v090.i12) within a consistent framework for evaluation, comparison and visualisation of forecasts. In addition to proper scoring rules, functions are provided to assess bias, sharpness and calibration (Sebastian Funk, Anton Camacho, Adam J. Kucharski, Rachel Lowe, Rosalind M. Eggo, W. John Edmunds (2019) doi: 10.1371/journal.pcbi.1006785) of forecasts. Several types of predictions (e.g. binary, discrete, continuous) which may come in different formats (e.g. forecasts represented by predictive samples or by quantiles of the predictive distribution) can be evaluated. Scoring metrics can be used either through a convenient data.frame format, or can be applied as individual functions in a vector / matrix format. All functionality has been implemented with a focus on performance and is robustly tested.

Provides a collection of metrics and proper scoring rules (Tilmann Gneiting & Adrian E Raftery (2007) doi: 10.1198/016214506000001437, Jordan, A., Krüger, F., & Lerch, S. (2019) doi: 10.18637/jss.v090.i12) within a consistent framework for evaluation, comparison and visualisation of forecasts. In addition to proper scoring rules, functions are provided to assess bias, sharpness and calibration (Sebastian Funk, Anton Camacho, Adam J. Kucharski, Rachel Lowe, Rosalind M. Eggo, W. John Edmunds (2019) doi: 10.1371/journal.pcbi.1006785) of forecasts. Several types of predictions (e.g. binary, discrete, continuous) which may come in different formats (e.g. forecasts represented by predictive samples or by quantiles of the predictive distribution) can be evaluated. Scoring metrics can be used either through a convenient data.frame format, or can be applied as individual functions in a vector / matrix format. All functionality has been implemented with a focus on performance and is robustly tested.

Author(s)

Maintainer: Nikos Bosse nikosbosse@gmail.com (ORCID)

Authors:

Other contributors:

See Also

Useful links:

Useful links:


scoringutils documentation built on Feb. 16, 2023, 7:30 p.m.