Rework add coverage()#390
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nikosbosse merged 79 commits intorework-quantile-scoresfrom Nov 16, 2023
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…e-based forecasts
Update branch to include coverage functions
…t deals with the wis components
…he name is terrible
…intervals from quantiles
… and other functions with the same arguments
… other data documentation (seems it was ignored anyway)
…ame of the coverage columns
…eviously failing due to `add_coverage()`
…cause we can't pass the `forecast_unit` arg to apply_metrics
…wasn't working and everything else feels more complicated.
seabbs
approved these changes
Nov 15, 2023
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| #' @title Interval Coverage (For Quantile-Based Forecasts) |
| # ========================================================== | ||
| n <- length(observed) | ||
| N <- length(predicted) / n | ||
| dt <- data.table( |
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(unless you are already importing all of data.table?
R/utils_data_handling.R
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| quantiles = c(0.05, 0.25, 0.5, 0.75, 0.95), | ||
| type = 7) { | ||
| data <- data.table::as.data.table(data) | ||
| if (!is.data.table(data)) { |
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repeated pattern. Do you even need this? If so it should be a function
First step towards reworking `score.scoringutils_quantile()` - adding coverage as a metric
Update `bias_quantile()` to work with vectors / matrices instead of data.table
…, `underprediction()` and `dispersion()`
Update functions to compute the absolute median
…uantile()2 Rework score.scoringutils quantile()2
Move tests around
Expand tests2
Rework add coverage to work with raw forecasts
Simplify `score()`
Add separate functions for wis components
Fix set forecast unit
Add coverage deviation as a metric
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This PR started out adding a new function
add_coverage_raw_data()that computed coverage based on the raw data, rather than the scores (see #389).After discussion with @seabbs I deleted all of that and now this PR
interval_coverage()to compute coverage alongside other metrics.Making this work requires a function,
run_safely(), which is introduced in #395