Multilevel residual variance — multilevel_resid

Multilevel version of prediction_residual_variance().

Usage

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

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 MSEs (bool).

Value

A vector of length length(proba_levels) giving the residual variances of each columns of predictions in Pred_Q for the respective True_Q. If give_names is TRUE, the output vector is named paste0(prefix, "MSE_q", proba_levels).