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Multilevel quantile MAEs

Source: R/accuracy_metrics.R
multilevel_MAE.Rd

Multilevel version of mean_absolute_error().

Usage

multilevel_MAE(
  True_Q,
  Pred_Q,
  proba_levels,
  prefix = "",
  na.rm = FALSE,
  give_names = TRUE,
  sd = FALSE
)

Arguments

True_Q

Matrix of size n_obs times proba_levels, whose columns are the vectors of ground-truths at each proba_levels and each row corresponds to an observation or realisation.

Pred_Q

Matrix of the same size as True_Q, whose columns are the predictions at each proba_levels and each row corresponds to an observation or realisation.

proba_levels

Vector of probability levels at which the predictions were made. Must be of length ncol(Pred_Q).

prefix

A string prefix to add to the output's names (if give_names is TRUE).

na.rm

A logical value indicating whether NA values should be stripped before the computation proceeds.

give_names

Whether to name the output MAEs (bool).

sd

Whether to return the absolute error standard deviation (bool).

Value

A vector of length length(proba_levels) giving the mean absolute errors between each respective columns of True_Q and Pred_Q. If give_names is TRUE, the output vector is named paste0(prefix, "MAE_q", proba_levels). If sd==TRUE a named list is instead returned, containing the "MAEs" described above and "SDs", their standard deviations.