Interval estimate accuracy measures

Usage

winkler_score(lower, upper, actual, level = 95, na.rm = TRUE, ...)

MSIS(
  lower,
  upper,
  actual,
  train,
  level = 95,
  period,
  d = period == 1,
  D = period > 1,
  na.rm = TRUE,
  ...
)

interval_measures

Format

An object of class list of length 2.

Arguments

lower: A vector of lower bound of interval forecasts from either the validation or test data.
upper: A vector of upper bound of interval forecasts from either the validation or test data.
actual: A vector of responses matching the forecasts.
level: The level of the forecast interval.
na.rm: If TRUE, remove the missing values before calculating the accuracy measure.
...: Additional arguments for each measure.
train: A vector of responses used to train the model.
period: The seasonal period of the data.
d: Should the response model include a first difference?
D: Should the response model include a seasonal difference?