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Quantile exceedance probability prediction calibration error

Source: R/accuracy_metrics.R
quantile_exceedance_proba_error.Rd

Quantile exceedance probability prediction calibration error

Usage

quantile_exceedance_proba_error(
  Probs,
  prob_level = NULL,
  return_years = NULL,
  type_probs = c("cdf", "exceedance"),
  na.rm = FALSE
)

Arguments

Probs

Predicted probabilities to exceed or be smaller than a fixed quantile.

prob_level

Probability level of the quantile.

return_years

The probability level can be given in term or return years instead. Only used if prob_level is not given.

type_probs

Whether the predictions are the "cdf" (default) or "exceedance" probabilities.

na.rm

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

Value

The calibration metric for the predicted probabilities.

Examples

quantile_exceedance_proba_error(c(0.1, 0.3, 0.2), prob_level=0.8)
#> [1] -0.6