compute_stats

Computes the rho, MAE, RMSE, perc, and p-val performance 
 metrics

An implementation of 'EDM' algorithms based on research software developed for internal use at the Sugihara Lab ('UCSD/SIO'). The package is implemented with 'Rcpp' wrappers around the 'cppEDM' library. It implements the 'simplex' projection method from Sugihara & May (1990) <doi:10.1038/344734a0>, the 'S-map' algorithm from Sugihara (1994) <doi:10.1098/rsta.1994.0106>, convergent cross mapping described in Sugihara et al. (2012) <doi:10.1126/science.1227079>, and, 'multiview embedding' described in Ye & Sugihara (2016) <doi:10.1126/science.aag0863>.

Joseph Park

rEDM

Empirical Dynamic Modeling ('EDM')

Cameron Smith

George Sugihara

Ethan Deyle

Erik Saberski

Hao Ye

The Regents of the University of California 

compute_stats function

<dl><dt>observed</dt>
<dd>a vector of the observed values</dd>
<dt>predicted</dt>
<dd>a vector of corresponding predicted values</dd></dl>

Arguments

Compute performance metrics for predictions — compute_stats

<dl>

<dt>observed</dt>
<dd>a vector of the observed values</dd>


<dt>predicted</dt>
<dd>a vector of corresponding predicted values</dd>

</dl>

num_pred	number of predictions
rho	correlation coefficient between observations and predictions
mae	mean absolute error
rmse	root mean square error
perc	percent correct sign
p_val	p-value that rho is significantly greater than 0 using Fisher's

compute_stats: Compute performance metrics for predictions

Description

Value

Arguments

Examples