sharpness: Sharpness/Interval Width for 'MultiQR' Objects

In jbrowell/ProbCast: Flexible Probabilistic Forecasting

Sharpness/Interval Width for MultiQR Objects

Description

This function calculates the interval width for symetric quantiles in a MultiQR object. Optionally, results are produced by cross-validation fold or covariate, 95% confidence intervals are estimated via bootstrap, and results are plotted.

Usage

sharpness(qrdata, kfolds = NULL, bootstrap = NULL, ...)

Arguments

qrdata	MultiQR object.
kfolds	Optional vector of fold/test labels corresponding to rows of qrdata. Cannot be used with subsets.
bootstrap	Number of boostrap samples used to generate 95% confidence intervals.
...	Additional arguments passed to plot().

Details

Missing values in realisations are handled by na.rm=T when calculating average exceedence of a given quantile.

Value

Quantile Score data and, if plot.it=T, a plot.

Author(s)

Jethro Browell, [e-mail]

jbrowell/ProbCast documentation built on July 20, 2024, 1:53 p.m.