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Function assesses whether the inputs correspond to the requirements for scoring quantile-based forecasts.

Usage

check_input_quantile(observed, predicted, quantile_level)

Arguments

observed

Input to be checked. Should be a numeric vector with the observed values of size n.

predicted

Input to be checked. Should be nxN matrix of predictive quantiles, n (number of rows) being the number of data points and N (number of columns) the number of quantiles per forecast. If observed is just a single number, then predicted can just be a vector of size N.

quantile_level

Input to be checked. Should be a vector of size N that denotes the quantile levels corresponding to the columns of the prediction matrix.

Value

Returns TRUE if the check was successful and a string with an error message otherwise.