interval_accuracy_measures: Interval estimate accuracy measures

In tidyverts/fabletools: Core Tools for Packages in the 'fable' Framework

Interval estimate accuracy measures

Description

Interval estimate accuracy measures

Usage

winkler_score(.dist, .actual, level = 95, na.rm = TRUE, ...)

pinball_loss(.dist, .actual, level = 95, na.rm = TRUE, ...)

scaled_pinball_loss(
  .dist,
  .actual,
  .train,
  level = 95,
  na.rm = TRUE,
  demean = FALSE,
  .period,
  d = .period == 1,
  D = .period > 1,
  ...
)

interval_accuracy_measures

Arguments

.dist	The distribution of fitted values from the model, or forecasted values from the forecast.
.actual	A vector of responses matching the fitted values (for forecast accuracy, new_data must be provided).
level	The level of the forecast interval.
na.rm	Remove the missing values before calculating the accuracy measure
...	Additional arguments for each measure.
.train	A vector of responses used to train the model (for forecast accuracy, the orig_data must be provided).
demean	Should the response be demeaned (MASE)
.period	The seasonal period of the data (defaulting to 'smallest' seasonal period). from a model, or forecasted values from the forecast.
d	Should the response model include a first difference?
D	Should the response model include a seasonal difference?

Format

An object of class list of length 3.

tidyverts/fabletools documentation built on Feb. 7, 2025, 6:40 p.m.