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.
posterior_metrics(object, type, newdata = NULL, groups = NULL, metrics = NULL)
object | A fitted model object returned by |
---|---|
type | A string specifying the name of the observations to plot. This should match one
of the names of the response variables in the |
newdata | If provided, the original |
groups | Either |
metrics | A string or character vector specifying the plotted
forecast error metrics. One of |
A dataframe giving forecast error for each metric and observation