compute_stats: Compute performance metrics for predictions

In ha0ye/rEDM: Applications of Empirical Dynamic Modeling from Time Series

Description

Computes the rho, MAE, RMSE, perc, and p-val performance metrics using the compiled C++ function

Arguments

observed	a vector of the observed values
predicted	a vector of the corresponding predicted values

Value

A data.frame with components for the various performance metrics:

num_pred	number of predictions
rho	correlation coefficient between observations and predictions
mae	mean absolute error
rmse	root mean square error
perc	percent correct sign
p_val	p-value that rho is significantly greater than 0 using Fisher's

Examples

compute_stats(rnorm(100), rnorm(100))

ha0ye/rEDM documentation built on March 30, 2021, 11:21 p.m.