score_multivariate_apply

Shared helper used by score methods for multivariate forecast
classes. Identifies the grouping columns, builds a unique
metadata table, calls <code>apply_metrics()</code>, and reorders columns.

internal

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

score_multivariate_apply function

<dl><dt>dt</dt>
<dd>A data.table containing at least <code>.mv_group_id</code> and
the grouping columns.</dd>
<dt>metrics</dt>
<dd>Named list of metric functions.</dd>
<dt>observed</dt>
<dd>Numeric vector of observed values.</dd>
<dt>predicted</dt>
<dd>Matrix of predicted values.</dd>
<dt>mv_group_id</dt>
<dd>Integer vector of group identifiers.</dd></dl>

Arguments

Apply multivariate metrics to grouped forecast data — score_multivariate_apply

<dl>

<dt>dt</dt>
<dd>A data.table containing at least <code>.mv_group_id</code> and
the grouping columns.</dd>


<dt>metrics</dt>
<dd>Named list of metric functions.</dd>


<dt>observed</dt>
<dd>Numeric vector of observed values.</dd>


<dt>predicted</dt>
<dd>Matrix of predicted values.</dd>


<dt>mv_group_id</dt>
<dd>Integer vector of group identifiers.</dd>

</dl>

Apply multivariate metrics to grouped forecast data

score_multivariate_apply: Apply multivariate metrics to grouped forecast data

Description

Usage

Value

Arguments