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1 change: 1 addition & 0 deletions NAMESPACE
Original file line number Diff line number Diff line change
Expand Up @@ -82,6 +82,7 @@ importFrom(checkmate,assert_data_frame)
importFrom(checkmate,assert_data_table)
importFrom(checkmate,assert_factor)
importFrom(checkmate,assert_list)
importFrom(checkmate,assert_logical)
importFrom(checkmate,assert_number)
importFrom(checkmate,assert_numeric)
importFrom(checkmate,check_atomic_vector)
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6 changes: 6 additions & 0 deletions R/metrics-quantile.R
Original file line number Diff line number Diff line change
Expand Up @@ -91,6 +91,7 @@
#' @param count_median_twice if TRUE, count the median twice in the score
#' @param na.rm if TRUE, ignore NA values when computing the score
#' @importFrom stats weighted.mean
#' @importFrom checkmate assert_logical
#' @return
#' `wis()`: a numeric vector with WIS values of size n (one per observation),
#' or a list with separate entries if `separate_results` is `TRUE`.
Expand All @@ -105,6 +106,11 @@ wis <- function(observed,
assert_input_quantile(observed, predicted, quantile)
reformatted <- quantile_to_interval(observed, predicted, quantile)

assert_logical(separate_results, len = 1)
assert_logical(weigh, len = 1)
assert_logical(count_median_twice, len = 1)
assert_logical(na.rm, len = 1)

if (separate_results) {
cols <- c("wis", "dispersion", "underprediction", "overprediction")
} else {
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103 changes: 47 additions & 56 deletions R/score.R
Original file line number Diff line number Diff line change
Expand Up @@ -152,18 +152,10 @@ score.scoringutils_binary <- function(data, metrics = metrics_binary, ...) {
data <- remove_na_observed_predicted(data)
metrics <- validate_metrics(metrics)

# Extract the arguments passed in ...
args <- list(...)
lapply(seq_along(metrics), function(i, ...) {
metric_name <- names(metrics[i])
fun <- metrics[[i]]
matching_args <- filter_function_args(fun, args)

data[, (metric_name) := do.call(
fun, c(list(observed, predicted), matching_args)
)]
return()
}, ...)
data <- apply_metrics(
data, metrics,
data$observed, data$predicted, ...
)

setattr(data, "metric_names", names(metrics))

Expand All @@ -180,18 +172,10 @@ score.scoringutils_point <- function(data, metrics = metrics_point, ...) {
data <- remove_na_observed_predicted(data)
metrics <- validate_metrics(metrics)

# Extract the arguments passed in ...
args <- list(...)
lapply(seq_along(metrics), function(i, ...) {
metric_name <- names(metrics[i])
fun <- metrics[[i]]
matching_args <- filter_function_args(fun, args)

data[, (metric_name) := do.call(
fun, c(list(observed, predicted), matching_args)
)]
return()
}, ...)
data <- apply_metrics(
data, metrics,
data$observed, data$predicted, ...
)

setattr(data, "metric_names", names(metrics))

Expand All @@ -206,26 +190,29 @@ score.scoringutils_sample <- function(data, metrics = metrics_sample, ...) {
forecast_unit <- attr(data, "forecast_unit")
metrics <- validate_metrics(metrics)

# Extract the arguments passed in ...
args <- list(...)
lapply(seq_along(metrics), function(i, ...) {
metric_name <- names(metrics[i])
fun <- metrics[[i]]
matching_args <- filter_function_args(fun, args)
# transpose the forecasts that belong to the same forecast unit
d_transposed <- data[, .(predicted = list(predicted),
observed = unique(observed),
scoringutils_N = length(list(sample_id))),
by = forecast_unit]

data[, (metric_name) := do.call(
fun, c(list(unique(observed), t(predicted)), matching_args)
), by = forecast_unit]
return()
},
...)
# split according to number of samples and do calculations for different
# sample lengths separately
d_split <- split(d_transposed, d_transposed$scoringutils_N)

data <- data[
, lapply(.SD, unique),
.SDcols = colnames(data) %like% paste(names(metrics), collapse = "|"),
by = forecast_unit
]
split_result <- lapply(d_split, function(data) {
# create a matrix
observed <- data$observed
predicted <- do.call(rbind, data$predicted)
data[, c("observed", "predicted", "scoringutils_N") := NULL]

data <- apply_metrics(
data, metrics,
observed, predicted, ...
)
return(data)
})
data <- rbindlist(split_result)
setattr(data, "metric_names", names(metrics))

return(data[])
Expand All @@ -240,9 +227,6 @@ score.scoringutils_quantile <- function(data, metrics = metrics_quantile, ...) {
forecast_unit <- attr(data, "forecast_unit")
metrics <- validate_metrics(metrics)

# Extract the arguments passed in ...
args <- list(...)

# transpose the forecasts that belong to the same forecast unit
# make sure the quantiles and predictions are ordered in the same way
d_transposed <- data[, .(predicted = list(predicted[order(quantile)]),
Expand All @@ -263,18 +247,10 @@ score.scoringutils_quantile <- function(data, metrics = metrics_quantile, ...) {
quantile <- unlist(unique(data$quantile))
data[, c("observed", "predicted", "quantile", "scoringutils_quantile") := NULL]

# for each metric, compute score
lapply(seq_along(metrics), function(i, ...) {
metric_name <- names(metrics[i])
fun <- metrics[[i]]
matching_args <- filter_function_args(fun, args)

data[, eval(metric_name) := do.call(
fun, c(list(observed), list(predicted), list(quantile), matching_args)
)]
return()
},
...)
data <- apply_metrics(
data, metrics,
observed, predicted, quantile, ...
)
return(data)
})

Expand All @@ -283,3 +259,18 @@ score.scoringutils_quantile <- function(data, metrics = metrics_quantile, ...) {

return(data[])
}

apply_metrics <- function(data, metrics, ...) {
expr <- expression(
data[, (metric_name) := do.call(run_safely, list(..., fun = fun))]
)
lapply(seq_along(metrics), function(i, data, ...) {
metric_name <- names(metrics[i])
fun <- metrics[[i]]
eval(expr)
}, data, ...)
return(data)
}



1 change: 1 addition & 0 deletions R/z_globalVariables.R
Original file line number Diff line number Diff line change
Expand Up @@ -62,6 +62,7 @@ globalVariables(c(
"rel_to_baseline",
"relative_skill",
"rn",
"sample_id",
"scoringutils_InternalDuplicateCheck",
"scoringutils_InternalNumCheck",
"se_mean",
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Binary file modified data/metrics_quantile.rda
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4 changes: 2 additions & 2 deletions inst/create-list-available-forecasts.R
Original file line number Diff line number Diff line change
Expand Up @@ -28,8 +28,8 @@ metrics_quantile <- list(
"underprediction" = underprediction,
"dispersion" = dispersion,
"bias" = bias_quantile,
"coverage_50" = \(...) {run_safely(..., range = 50, fun = interval_coverage_quantile)},
"coverage_90" = \(...) {run_safely(..., range = 90, fun = interval_coverage_quantile)},
"coverage_50" = \(...) {do.call(interval_coverage_quantile, c(list(...), range = 50))},
"coverage_90" = \(...) {do.call(interval_coverage_quantile, c(list(...), range = 90))},
"coverage_deviation" = interval_coverage_deviation_quantile,
"ae_median" = ae_median_quantile
)
Expand Down