sample_to_quantile

Transform data from a format that is based on predictive samples to a format
based on plain quantiles.

data-handling

Provides a collection of metrics and proper scoring rules
(Tilmann Gneiting & Adrian E Raftery (2007)
<doi:10.1198/016214506000001437>, Jordan, A., Krüger, F., & Lerch, S. (2019)
<doi:10.18637/jss.v090.i12>) within a consistent framework for
evaluation, comparison and visualisation of forecasts.
In addition to proper scoring rules, functions are provided to assess
bias, sharpness and calibration
(Sebastian Funk, Anton Camacho, Adam J. Kucharski, Rachel Lowe, Rosalind
M. Eggo, W. John Edmunds (2019) <doi:10.1371/journal.pcbi.1006785>) of
forecasts.
Several types of predictions (e.g. binary, discrete, continuous) which may
come in different formats (e.g. forecasts represented by predictive samples
or by quantiles of the predictive distribution) can be evaluated.
Scoring metrics can be used either through a convenient data.frame format,
or can be applied as individual functions in a vector / matrix format.
All functionality has been implemented with a focus on performance and is
robustly tested. Find more information about the package in the
accompanying paper (<doi:10.48550/arXiv.2205.07090>).

Nikos Bosse

scoringutils

Utilities for Scoring and Assessing Predictions

Sam Abbott 

Hugo Gruson

Johannes Bracher 

Sebastian Funk

sample_to_quantile function

<dl><dt>data</dt>
<dd>a data.frame with samples</dd>
<dt>quantiles</dt>
<dd>a numeric vector of quantiles to extract</dd>
<dt>type</dt>
<dd>type argument passed down to the quantile function. For more
information, see <code><a href="/link/quantile()?package=scoringutils&version=1.2.2" data-mini-rdoc="scoringutils::quantile()">quantile()</a></code></dd></dl>

Arguments

Change Data from a Sample Based Format to a Quantile Format — sample_to_quantile

<dl>

<dt>data</dt>
<dd>a data.frame with samples</dd>


<dt>quantiles</dt>
<dd>a numeric vector of quantiles to extract</dd>


<dt>type</dt>
<dd>type argument passed down to the quantile function. For more
information, see <code><a href='https://rdrr.io/r/stats/quantile.html'>quantile()</a></code></dd>

</dl>

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sample_to_quantile: Change Data from a Sample Based Format to a Quantile Format

Description

Usage

Value

Arguments

Examples