IS_avg: Calculate average interval score

Description Usage Arguments Value

View source: R/ts_forecast.R

Description

Get average interval score, for an interval from alpha/2 to 1-alpha/2. Negatively oriented (smaller is better) Characterizes sharpness, with a penalty for reliability

Usage

1
IS_avg(ts, tel, alpha, normalize.by = 1, ...)

Arguments

ts

A ts_forecast object

tel

A list of the telemetry values

alpha

Numeric, to identify the (1-alpha)*100% quantile of interest

normalize.by

(optional) A normalization factor, either a scalar or vector

...

additional optional arguments to equalize_telemetry_forecast_length

Value

the average IS value


kdayday/forecasting documentation built on Oct. 7, 2020, 7:16 p.m.