measure.ks: Two-sided KS score

View source: R/measure.ks.R

measure.ksR Documentation

Two-sided KS score

Description

Function to compute the (two-sided) Kolmogorov-Smirnov (KS) score between the observed and predicted time series.

Usage

measure.ks(indexObs = NULL, indexPrd = NULL, obs, prd, dates = NULL)

Arguments

indexObs

index computed from the observations

indexPrd

index computed from the predictions

obs

A vector of observations

prd

A vector of predictions

dates

Ignored. Introduced for compatibility with the rest of measures

Value

A float number corresponding to the KS score.

Author(s)

J. Bedia


SantanderMetGroup/VALUE documentation built on July 8, 2023, 7:03 a.m.