Evaluate forecasts in a Quantile-Based Format

Usage

score_quantile(
  data,
  forecast_unit,
  metrics,
  weigh = TRUE,
  count_median_twice = FALSE,
  separate_results = TRUE
)

Arguments

data

A data.frame or data.table with the predictions and observations. For scoring using score(), the following columns need to be present:

true_value - the true observed values
prediction - predictions or predictive samples for one true value. (You only don't need to provide a prediction column if you want to score quantile forecasts in a wide range format.)

For scoring integer and continuous forecasts a sample column is needed:

sample - an index to identify the predictive samples in the prediction column generated by one model for one true value. Only necessary for continuous and integer forecasts, not for binary predictions.

For scoring predictions in a quantile-format forecast you should provide a column called quantile:

quantile: quantile to which the prediction corresponds

In addition a model column is suggested and if not present this will be flagged and added to the input data with all forecasts assigned as an "unspecified model").

You can check the format of your data using check_forecasts() and there are examples for each format (example_quantile, example_continuous, example_integer, and example_binary).

forecast_unit

A character vector with the column names that define the unit of a single forecast, i.e. a forecast was made for a combination of the values in forecast_unit

metrics

the metrics you want to have in the output. If NULL (the default), all available metrics will be computed. For a list of available metrics see available_metrics(), or check the metrics data set.

weigh

if TRUE, weigh the score by alpha / 2, so it can be averaged into an interval score that, in the limit, corresponds to CRPS. Alpha is the decimal value that represents how much is outside a central prediction interval (e.g. for a 90 percent central prediction interval, alpha is 0.1) Default: TRUE.

count_median_twice

logical that controls whether or not to count the median twice when summarising (default is FALSE). Counting the median twice would conceptually treat it as a 0\ the median is the lower as well as the upper bound. The alternative is to treat the median as a single quantile forecast instead of an interval. The interval score would then be better understood as an average of quantile scores.

separate_results

if TRUE (default is FALSE), then the separate parts of the interval score (dispersion penalty, penalties for over- and under-prediction get returned as separate elements of a list). If you want a data.frame instead, simply call as.data.frame() on the output.

Value

A data.table with appropriate scores. For more information see score()

References

Funk S, Camacho A, Kucharski AJ, Lowe R, Eggo RM, Edmunds WJ (2019) Assessing the performance of real-time epidemic forecasts: A case study of Ebola in the Western Area region of Sierra Leone, 2014-15. PLoS Comput Biol 15(2): e1006785. doi:10.1371/journal.pcbi.1006785

Author

Nikos Bosse nikosbosse@gmail.com