## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( fig.width = 7, collapse = TRUE, comment = "#>", cache = FALSE ) library(scoringutils) library(data.table) ## ----echo=FALSE, out.width="100%", fig.cap="Input and output formats: metrics for point."---- knitr::include_graphics(file.path("scoring-rules", "input-point.png")) ## ----------------------------------------------------------------------------- set.seed(123) n <- 1000 observed <- rnorm(n, 5, 4)^2 predicted_mu <- mean(observed) predicted_not_mu <- predicted_mu - rnorm(n, 10, 2) mean(Metrics::ae(observed, predicted_mu)) mean(Metrics::ae(observed, predicted_not_mu)) mean(Metrics::se(observed, predicted_mu)) mean(Metrics::se(observed, predicted_not_mu)) ## ----echo=FALSE, out.width="100%", fig.cap="Input and output formats: metrics for binary forecasts."---- knitr::include_graphics(file.path("scoring-rules", "input-binary.png")) ## ----------------------------------------------------------------------------- n <- 1e6 p_true <- 0.7 observed <- factor(rbinom(n = n, size = 1, prob = p_true), levels = c(0, 1)) p_over <- p_true + 0.15 p_under <- p_true - 0.15 abs(mean(brier_score(observed, p_true)) - mean(brier_score(observed, p_over))) abs(mean(brier_score(observed, p_true)) - mean(brier_score(observed, p_under))) ## ----------------------------------------------------------------------------- abs(mean(logs_binary(observed, p_true)) - mean(logs_binary(observed, p_over))) abs(mean(logs_binary(observed, p_true)) - mean(logs_binary(observed, p_under))) ## ----echo=FALSE, out.width="100%", fig.cap="Input and output formats: metrics for sample-based forecasts."---- knitr::include_graphics(file.path("scoring-rules", "input-sample.png")) ## ----echo=FALSE, out.width="100%", fig.cap="Input and output formats: metrics for quantile-based forecasts."---- knitr::include_graphics(file.path("scoring-rules", "input-quantile.png"))