Variogram score for multivariate point forecasts — variogram_score_multivariate

Compute the variogram score (see scoringRules::vs_sample()) for each group defined by mv_group_id, treating each point forecast as a single-sample ensemble.

Usage

variogram_score_multivariate_point(
  observed,
  predicted,
  mv_group_id,
  w_vs = NULL,
  p = 0.5
)

Arguments

observed: Numeric vector of observed values.
predicted: Numeric matrix with one column, where each row corresponds to a target within a multivariate group.
mv_group_id: Numeric vector of length equal to length(observed) with group identifiers.
w_vs: Numeric matrix of weights for the variogram score. See scoringRules::vs_sample() for details.
p: Numeric, order of the variogram score. Defaults to 0.5. See scoringRules::vs_sample() for details.

Value

A named numeric vector of scores, one per multivariate group. Lower values are better.