Do Pairwise Comparisons of Scores

Compute relative scores between different models making pairwise comparisons. Pairwise comparisons are a sort of pairwise tournament where all combinations of two models are compared against each other based on the overlapping set of available forecasts common to both models. Internally, a ratio of the mean scores of both models is computed. The relative score of a model is then the geometric mean of all mean score ratios which involve that model. When a baseline is provided, then that baseline is excluded from the relative scores for individual models (which therefore differ slightly from relative scores without a baseline) and all relative scores are scaled by (i.e. divided by) the relative score of the baseline model. Usually, the function input should be unsummarised scores as produced by score(). Note that the function internally infers the unit of a single forecast by determining all columns in the input that do not correspond to metrics computed by score(). Adding unrelated columns will change results in an unpredictable way.

The code for the pairwise comparisons is inspired by an implementation by Johannes Bracher. The implementation of the permutation test follows the function permutationTest from the surveillance package by Michael Höhle, Andrea Riebler and Michaela Paul.

Usage

pairwise_comparison(
  scores,
  by = "model",
  metric = "auto",
  baseline = NULL,
  ...
)

Arguments

scores

A data.table of scores as produced by score().

by

character vector with names of columns present in the input data.frame. by determines how pairwise comparisons will be computed. You will get a relative skill score for every grouping level determined in by. If, for example, by = c("model", "location"). Then you will get a separate relative skill score for every model in every location. Internally, the data.frame will be split according by (but removing "model" before splitting) and the pairwise comparisons will be computed separately for the split data.frames.

metric

A character vector of length one with the metric to do the comparison on. The default is "auto", meaning that either "interval_score", "crps", or "brier_score" will be selected where available. See available_metrics() for available metrics.

baseline

character vector of length one that denotes the baseline model against which to compare other models.

...

additional arguments for the comparison between two models. See compare_two_models() for more information.

Value

A ggplot2 object with a coloured table of summarised scores

Author

Nikos Bosse nikosbosse@gmail.com

Johannes Bracher, johannes.bracher@kit.edu

Examples

# \dontshow{
  data.table::setDTthreads(2) # restricts number of cores used on CRAN
# }

scores <- score(example_quantile)
#> The following messages were produced when checking inputs:
#> 1.  144 values for `prediction` are NA in the data provided and the corresponding rows were removed. This may indicate a problem if unexpected.
pairwise <- pairwise_comparison(scores, by = "target_type")

library(ggplot2)
plot_pairwise_comparison(pairwise, type = "mean_scores_ratio") +
  facet_wrap(~target_type)