verification (version 1.38)

quantile2disc: Convert Continuous Forecast Values to Discrete Forecast Values.

Description

Converts continuous forecast values into discrete forecast values. This is necessary in calculating the quantile score decomposition. Discrete forecasts are defined by the mean value of forecasts within a bin specified by the bin vector (bin boundaries).

Usage

quantile2disc(x, bins)

Arguments

x

A vector of forecast values

bins

Vector with bin boundaries

Value

• new
  New vector x (continuous forecast values replaced with disretized forecast values)
• mids
  Vector of discrete forecast values

Examples

x <- rnorm(100)
bins <- quantile(x,seq(0,1,length.out=11))

newx <- quantile2disc(x,bins)