Calculate daily error using one of three metrics, and also return coverage of credible intervals. Uses continuous ranked probability score (CRPS), mean absolute error and median absolute error.
evaluate_forecast( object, newdata = NULL, type, groups = NULL, metrics = NULL, levels = c(50, 95) )
object | A fitted model object returned by |
---|---|
newdata | If provided, the original |
type | A string specifying the name of the observations to plot. This should match one
of the names of the response variables in the |
groups | Either |
metrics | A string or character vector specifying the plotted
forecast error metrics. One of |
levels | A numeric vector defining the levels of the plotted credible intervals. |
A named list with dataframes giving metrics and coverage.