as_forecast_quantile: Create a 'forecast' object for quantile-based forecasts

In epiforecasts/scoringutils: Utilities for Scoring and Assessing Predictions

Create a forecast object for quantile-based forecasts

Description

Create a forecast object for quantile-based forecasts. See more information on forecast types and expected input formats by calling ⁠?⁠as_forecast().

When creating a forecast_quantile object from a forecast_sample object, the quantiles are estimated by computing empircal quantiles from the samples via quantile(). Note that empirical quantiles are a biased estimator for the true quantiles in particular in the tails of the distribution and when the number of available samples is low.

Usage

as_forecast_quantile(data, ...)

## Default S3 method:
as_forecast_quantile(
  data,
  forecast_unit = NULL,
  observed = NULL,
  predicted = NULL,
  quantile_level = NULL,
  ...
)

## S3 method for class 'forecast_sample'
as_forecast_quantile(
  data,
  probs = c(0.05, 0.25, 0.5, 0.75, 0.95),
  type = 7,
  ...
)

Arguments

data	A data.frame (or similar) with predicted and observed values. See the details section of as_forecast() for additional information on required input formats.
...	Unused
forecast_unit	(optional) Name of the columns in data (after any renaming of columns) that denote the unit of a single forecast. See get_forecast_unit() for details. If NULL (the default), all columns that are not required columns are assumed to form the unit of a single forecast. If specified, all columns that are not part of the forecast unit (or required columns) will be removed.
observed	(optional) Name of the column in data that contains the observed values. This column will be renamed to "observed".
predicted	(optional) Name of the column in data that contains the predicted values. This column will be renamed to "predicted".
quantile_level	(optional) Name of the column in data that contains the quantile level of the predicted values. This column will be renamed to "quantile_level". Only applicable to quantile-based forecasts.
probs	A numeric vector of quantile levels for which quantiles will be computed. Corresponds to the probs argument in quantile().
type	Type argument passed down to the quantile function. For more information, see quantile().

See Also

Other functions to create forecast objects: as_forecast, as_forecast_binary(), as_forecast_nominal(), as_forecast_point(), as_forecast_sample()

epiforecasts/scoringutils documentation built on Sept. 29, 2024, 4:30 p.m.