pinball_loss: Pinball loss function
In camroach87/gefcom2017: Functions for GEFCOM 2017
Description
Usage
Arguments
Value
Author(s)
Description
Calculates the pinball loss score for a given quantile.
Usage
1
pinball_loss(tau, y, q)
Arguments
tau
integer 1, 2, ... 99. Quantile to calculate pinball loss score
for.
y
numeric. Observed value.
q
numeric. Predicted value for quantile tau.
Value
Pinball loss score.
Author(s)
Cameron Roach
camroach87/gefcom2017 documentation built on March 21, 2020, 11:46 p.m.
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Description Usage Arguments Value Author(s)
Description
Calculates the pinball loss score for a given quantile.
Usage
1 | pinball_loss(tau, y, q)
|
Arguments
tau |
integer 1, 2, ... 99. Quantile to calculate pinball loss score for. |
y |
numeric. Observed value. |
q |
numeric. Predicted value for quantile tau. |
Value
Pinball loss score.
Author(s)
Cameron Roach
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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