Append lpd, (C)RPS and predictive samples to (test) dataframe — add_predictions • EczemaPred

Append lpd, (C)RPS and predictive samples to (test) dataframe

Usage

add_predictions(
  df,
  fit,
  discrete = TRUE,
  include_samples = FALSE,
  n_samples = NULL
)

Arguments

df: Dataframe. When discrete = FALSE, it must contain a column "Score".
fit: Stanfit object
discrete: Whether to estimate a discrete or continuous forecast. For a discrete forecast, the RPS will be computed and the CRPS for a continuous forecast.
include_samples: Whether to return samples from the historical forecast in the output
n_samples: If include_samples=TRUE, how many samples to return. Default (=NULL) to all samples.

Value

Dataframe df appended by the columns "lpd", "RPS" (or CRPS if discrete=FALSE) and optionally "Samples"

See also

add_metrics1_d() and add_metrics1_c()