correlation

Calculate the correlation between different metrics for a data.frame of
scores as produced by <code>score()</code>.

scoring

Provides a collection of metrics and proper scoring rules
(Tilmann Gneiting & Adrian E Raftery (2007)
<doi:10.1198/016214506000001437>, Jordan, A., Krüger, F., & Lerch, S. (2019)
<doi:10.18637/jss.v090.i12>) within a consistent framework for
evaluation, comparison and visualisation of forecasts.
In addition to proper scoring rules, functions are provided to assess
bias, sharpness and calibration
(Sebastian Funk, Anton Camacho, Adam J. Kucharski, Rachel Lowe, Rosalind
M. Eggo, W. John Edmunds (2019) <doi:10.1371/journal.pcbi.1006785>) of
forecasts.
Several types of predictions (e.g. binary, discrete, continuous) which may
come in different formats (e.g. forecasts represented by predictive samples
or by quantiles of the predictive distribution) can be evaluated.
Scoring metrics can be used either through a convenient data.frame format,
or can be applied as individual functions in a vector / matrix format.
All functionality has been implemented with a focus on performance and is
robustly tested. Find more information about the package in the
accompanying paper (<doi:10.48550/arXiv.2205.07090>).

Nikos Bosse

scoringutils

Utilities for Scoring and Assessing Predictions

Sam Abbott 

Hugo Gruson

Johannes Bracher 

Sebastian Funk

correlation function

<dl><dt>scores</dt>
<dd>A data.table of scores as produced by <code>score()</code>.</dd>
<dt>metrics</dt>
<dd>A character vector with the metrics to show. If set to
<code>NULL</code> (default), all metrics present in <code>scores</code> will
be shown</dd></dl>

Arguments

Correlation Between Metrics — correlation

<dl>

<dt>scores</dt>
<dd>A data.table of scores as produced by <code>score()</code>.</dd>


<dt>metrics</dt>
<dd>A character vector with the metrics to show. If set to
<code>NULL</code> (default), all metrics present in <code>scores</code> will
be shown</dd>

</dl>

correlation: Correlation Between Metrics

Description

Usage

Value

Arguments

Examples