Skip to contents

Multilevel 'quantile_prediction_error'

Source: R/accuracy_metrics.R
multilevel_q_pred_error.Rd

Multilevel version of quantile_prediction_error().

Usage

multilevel_q_pred_error(
  y,
  Pred_Q,
  proba_levels,
  prefix = "",
  na.rm = FALSE,
  give_names = TRUE
)

Arguments

y

Vector of observations.

Pred_Q

Matrix of of size length(y) times proba_levels, whose columns are the quantile 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 errors (bool).

Value

A vector of length length(proba_levels) giving the quantile prediction error calibration metrics between each column of Pred_Q and the observations. If give_names is TRUE, the output vector is named paste0(prefix, "qPredErr_q", proba_levels).