Interval estimate accuracy measures
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
The distribution of fitted values from the model, or forecasted values from the forecast.
A vector of responses matching the fitted values
(for forecast accuracy,
The level of the forecast interval.
Remove the missing values before calculating the accuracy measure
Additional arguments for each measure.
A vector of responses used to train the model
(for forecast accuracy, the
Should the response be demeaned (MASE)
The seasonal period of the data (defaulting to 'smallest' seasonal period). from a model, or forecasted values from the forecast.
Should the response model include a first difference?
Should the response model include a seasonal difference?
An object of class
list of length 1.