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Append lpd and (C)RPS to (test) dataframe

Source: R/metrics.R
add_metrics.Rd

  • add_metrics1_d() and add_metrics1_c() extracts the lpd and RPS from the Stanfit object

  • add_metrics2_d() and add_metrics2_c() calculates the lpd and (C)RPS from the empirical pmf

  • The metrics in add_metrics2_c() and the CRPS of add_metrics1_c() are calculated using the scoringRules package.

Usage

add_metrics1_d(df, fit)

add_metrics1_c(df, fit)

add_metrics2_d(df, support, add_samples = support)

add_metrics2_c(df, add_samples = NULL, bw = NULL)

Arguments

df

Dataframe to add the metrics to

  • For add_metrics1_c(), it must contain a column "Score".

  • For add_metrics2_c() and add_metrics2_d(), it must contain the columns "Samples" and "Score".

fit

Stanfit object with parameters "lpd", and for add_metrics1_d() "cum_err".

support

Support of the distribution

add_samples

Numeric vector used to initialise the distribution when computing the lpd and (C)RPS. For example, this can be used to add a uniform distribution to the vector of samples, to avoid problems at the tail of the distribution. If NULL, the empirical pmf is not changed. Default to the uniform distribution (i.e. support) for add_metrics2_d() and NULL for add_metrics2_c(). The column "Samples" is not modified when add_samples is not NULL.

bw

Bandwidth, for calculating lpd, see scoringRules::logs_sample(). Useful to set the "resolution" of the distribution.

Value

Dataframe df appended by the columns "lpd", "RPS" (or "CRPS" for add_metrics1_c() and add_metrics2_d()).

See also

extract_lpd(), extract_RPS(), HuraultMisc::compute_RPS(), scoringRules::logs_sample(), scoringRules::crps_sample().