summary.stsc_obj {hdflex} | R Documentation |
This function plots the evolution of the tuning parameters for an 'stsc' object and returns basic performance metrics.
## S3 method for class 'stsc_obj'
summary(object, eval_period = NULL, ...)
object |
An object of type 'stsc'. |
eval_period |
(Optional) A vector of indices to specify the evaluation period. Defaults to the entire period after burn-in. |
... |
Additional arguments to be consistent with the S3 print() function. |
A list containing:
A list with the mean squared error (MSE) and squared errors (SE).
A list with the average continuous ranked probability score (ACRPS) and CRPS values.
A list with the average predictive log-likelihood (APLL) and predictive log-likelihood (PLL) values.
A list of ggplot objects for visualizing the tuning parameters and selected signals.
Gneiting, T., Raftery, A. E., Westveld, A. H., and Goldman, T. (2005): Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation. Monthly Weather Review, 133: 1098–1118.
Jordan, A., Krueger, F., and Lerch, S. (2019): "Evaluating Probabilistic Forecasts with scoringRules." Journal of Statistical Software, 90(12): 1-37.
# See example for stsc().