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

.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, |

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 |

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? |

An object of class `list`

of length 1.