weight_QS: Calculate weighted quantile scores

In kdayday/solarbenchmarks: Intra-Hour and Intra-Day Probabilistic Solar Forecast Benchmarks

Description

Calculate a vector of weighted quantile scores, emphasizing one or both tails or center. Quantile weighting functions available as suggested in:

Usage

weight_QS(qs, percentiles, weighting = "none")

Arguments

qs	A vector of quantile scores
percentiles	A vector of the percentiles in [0,1]
weighting	One of "none" (default), "tails", "right", "left", "center"

Details

Gneiting, Tilmann, and Roopesh Ranjan. "Comparing density forecasts using threshold-and quantile-weighted scoring rules." Journal of Business & Economic Statistics 29.3 (2011): 411-422.

Value

A vector of the weighted scores

kdayday/solarbenchmarks documentation built on May 22, 2020, 10:33 p.m.