calc_Z: Calculator of the test statistics of delta test

In chikuang/evalRTPF: Evaluate the discrepancy between two Real-Time updated Probabilistic Forecasts

Calculator of the test statistics of delta test

Description

calc_Z() returns a value of the test statistics of the delta test.

Usage

calc_Z(
  df,
  pA = "phat_1",
  pB = "phat_2",
  Y,
  grid = "grid",
  nsamp,
  ngame,
  L = function(x, y) (x - y)^2
)

Arguments

df	A data frame that contains the following columns: Y, pA, pB, and grid
pA	Name of the probabilistic forecasts from the first method
pB	Name of the probabilistic forecasts from the second method
Y	Name of the outcome variable
grid	Name of the grid
nsamp	Number of sample points in the time domain
ngame	Number of different instance
L	Loss function to evaluate the performance between two methods

Value

A value of the test statistics between two sets of real-time probabilistic forecasts

chikuang/evalRTPF documentation built on May 18, 2024, 8:19 a.m.