underprediction: Underprediction component of the weighted interval score

Description Usage Arguments

View source: R/error_measures.R

Description

Requires symmetric quantile forecasts. Roughly, a penalty for predicted quantiles larger than .5 falling under the observed value.

Usage

1
underprediction(quantile, value, actual_value)

Arguments

quantile

vector of forecasted quantiles

value

vector of forecasted values

actual_value

Actual value.


dshemetov/evalcast-mirror documentation built on Feb. 4, 2022, 8:52 a.m.