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
An object of class list of length 3.
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, new_data must be provided).
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 orig_data must be provided).
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?