Distribution accuracy measures

percentile_score(.dist, .actual, na.rm = TRUE, ...)

quantile_score(
  .dist,
  .actual,
  probs = c(0.05, 0.25, 0.5, 0.75, 0.95),
  na.rm = TRUE,
  ...
)

CRPS(.dist, .actual, n_quantiles = 1000, na.rm = TRUE, ...)

distribution_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).

na.rm

Remove the missing values before calculating the accuracy measure

...

Additional arguments for each measure.

probs

A vector of probabilities at which the metric is evaluated.

n_quantiles

The number of quantiles to use in approximating CRPS when an exact solution is not available.

Format

An object of class list of length 2.