assert_input_multivariate_sample

Function assesses whether the inputs correspond to the requirements for
scoring sample-based forecasts.

internal_input_check

Facilitate the evaluation of forecasts in a convenient
framework based on data.table. It allows user to to check their forecasts
and diagnose issues, to visualise forecasts and missing data, to transform
data before scoring, to handle missing forecasts, to aggregate scores, and
to visualise the results of the evaluation. The package mostly focuses on
the evaluation of probabilistic forecasts and allows evaluating several
different forecast types and input formats. Find more information about the
package in the Vignettes as well as 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

Toshiaki Asakura 

James Mba Azam

Sebastian Funk

Michael Chirico

assert_input_multivariate_sample function

<dl><dt>observed</dt>
<dd>Input to be checked. Should be a numeric vector with the
observed values of size n.</dd>
<dt>predicted</dt>
<dd>Input to be checked. Should be a numeric nxN matrix of
predictive samples, n (number of rows) being the number of data points and
N (number of columns) the number of samples per forecast.
If <code>observed</code> is just a single number, then predicted values can just be a
vector of size N.</dd>
<dt>mv_group_id</dt>
<dd>Numeric vector of length n with ids indicating the
grouping of predicted values. Conceptually, each row of the <code>predicted</code>
matrix could be seen as a separate (univariate) forecast.
The grouping id then groups several of those forecasts together, treating
them as a single multivariate forecast.</dd></dl>

Arguments

Assert that inputs are correct for sample-based forecast — assert_input_multivariate_sample

<dl>

<dt>observed</dt>
<dd>Input to be checked. Should be a numeric vector with the
observed values of size n.</dd>


<dt>predicted</dt>
<dd>Input to be checked. Should be a numeric nxN matrix of
predictive samples, n (number of rows) being the number of data points and
N (number of columns) the number of samples per forecast.
If <code>observed</code> is just a single number, then predicted values can just be a
vector of size N.</dd>


<dt>mv_group_id</dt>
<dd>Numeric vector of length n with ids indicating the
grouping of predicted values. Conceptually, each row of the <code>predicted</code>
matrix could be seen as a separate (univariate) forecast.
The grouping id then groups several of those forecasts together, treating
them as a single multivariate forecast.</dd>

</dl>

Assert that inputs are correct for sample-based forecast

assert_input_multivariate_sample: Assert that inputs are correct for sample-based forecast

Description

Usage

Value

Arguments