Utilities for Scoring and Assessing Predictions
Add relative skill scores based on pairwise comparisons
Absolute error of the median (quantile-based version)
Absolute error of the median (sample-based version)
Apply a list of functions to a data table of forecasts
Create a forecast
object for binary forecasts
General information on creating a forecast
object
Common functionality for as_forecast_<type>
functions
Create a forecast
object for nominal forecasts
Create a forecast
object for point forecasts
Create a forecast
object for quantile-based forecasts
Create a forecast
object for sample-based forecasts
Create an object of class scores
from data
Assert Inputs Have Matching Dimensions
Validation common to all forecast types
Assert that forecast type is as expected
Assert that input is a forecast object and passes validations
Assert that inputs are correct for binary forecast
Assert that inputs are correct for interval-based forecast
Assert that inputs are correct for nominal forecasts
Assert that inputs are correct for point forecast
Assert that inputs are correct for quantile-based forecast
Assert that inputs are correct for sample-based forecast
Validate an object of class scores
Compute bias for a single vector of quantile predictions
Determines bias of quantile forecasts
Determine bias of forecasts
Check column names are present in a data.frame
Check Inputs Have Matching Dimensions
Check that there are no duplicate forecasts
Check that inputs are correct for binary forecast
Check that inputs are correct for interval-based forecast
Check that inputs are correct for point forecast
Check that inputs are correct for quantile-based forecast
Check that inputs are correct for sample-based forecast
Check that all forecasts have the same number of rows
Check whether an input is an atomic vector of mode 'numeric'
Helper function to convert assert statements into checks
Clean forecast object
Compare a subset of common forecasts
(Continuous) ranked probability score
Documentation template for assert functions
Documentation template for check functions
Documentation template for test functions
Dawid-Sebastiani score
Ensure that an object is a data.table
Documentation template for forecast types
Calculate geometric mean
Calculate correlation between metrics
Get quantile and interval coverage values for quantile-based forecasts
Find duplicate forecasts
Count number of available forecasts
Get forecast type from forecast object
Get unit of a single forecast
Get default metrics for binary forecasts
Get default metrics for nominal forecasts
Get default metrics for point forecasts
Get default metrics for quantile-based forecasts
Get default metrics for sample-based forecasts
Get metrics
Get names of the metrics that were used for scoring
Obtain pairwise comparisons between models
Probability integral transformation histogram
Get protected columns from data
Get interval range belonging to a quantile
Get type of a vector or matrix of observed values or predictions
Illustration of required inputs for binary and point forecasts
Illustration of required inputs for nominal forecasts
Illustration of required inputs for quantile-based forecasts
Illustration of required inputs for sample-based forecasts
Helper function to interpolate the median prediction if it is not avai...
Interval coverage (for quantile-based forecasts)
Interval score
Test whether an object is a forecast object
Log transformation with an additive shift
Logarithmic score (sample-based version)
Determine dispersion of a probabilistic forecast
Class constructor for forecast
objects
Construct an object of class scores
Do pairwise comparison for one set of forecasts
Simple permutation test
Probability integral transformation for counts
Plot correlation between metrics
Visualise the number of available forecasts
Create a heatmap of a scoring metric
Plot interval coverage
Plot heatmap of pairwise comparisons
Plot quantile coverage
Plot contributions to the weighted interval score
Print information about a forecast object
Quantile score
Transform from a quantile format to an interval format
Run a function safely
Change data from a sample-based format to a long interval range format
Evaluate forecasts
Metrics for binary outcomes
Log score for nominal outcomes
scoringutils: Utilities for Scoring and Assessing Predictions
Squared error of the mean (sample-based version)
Select metrics from a list of functions
Set unit of a single forecast manually
Summarise scores as produced by score()
Test whether column names are NOT present in a data.frame
Test whether all column names are present in a data.frame
Scoringutils ggplot2 theme
Transform forecasts and observed values
Validate metrics
Weighted interval score (WIS)
Facilitate the evaluation of forecasts in a convenient framework based on data.table. It allows user to to check their forecasts and diagnose issues, to visualise forecasts and missing data, to transform data before scoring, to handle missing forecasts, to aggregate scores, and to visualise the results of the evaluation. The package mostly focuses on the evaluation of probabilistic forecasts and allows evaluating several different forecast types and input formats. Find more information about the package in the Vignettes as well as in the accompanying paper, <doi:10.48550/arXiv.2205.07090>.
Useful links