Package: triptych 0.1.3

triptych: Diagnostic Graphics to Evaluate Forecast Performance

Overall predictive performance is measured by a mean score (or loss), which decomposes into miscalibration, discrimination, and uncertainty components. The main focus is visualization of these distinct and complementary aspects in joint displays. See Dimitriadis, Gneiting, Jordan, Vogel (2024) <doi:10.1016/j.ijforecast.2023.09.007>.

Authors:Timo Dimitriadis [aut, cph], Alexander I. Jordan [aut, cre, cph]

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triptych.pdf |triptych.html
triptych/json (API)
NEWS

# Install 'triptych' in R:
install.packages('triptych', repos = c('https://aijordan.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/aijordan/triptych/issues

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:
  • ex_binary - Example data set of binary observations and probability forecasts

On CRAN:

3.28 score 19 scripts 333 downloads 18 exports 46 dependencies

Last updated 5 months agofrom:62f8591e13. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 10 2024
R-4.5-win-x86_64OKNov 10 2024
R-4.5-linux-x86_64OKNov 10 2024
R-4.4-win-x86_64OKNov 10 2024
R-4.4-mac-x86_64OKNov 10 2024
R-4.4-mac-aarch64OKNov 10 2024
R-4.3-win-x86_64OKNov 10 2024
R-4.3-mac-x86_64OKNov 10 2024
R-4.3-mac-aarch64OKNov 10 2024

Exports:add_confidenceadd_consistencyas_mcbdscas_murphyas_reliabilityas_rocautoplotestimatesforecastsmcbdscmurphyobservationsregionsreliabilityresampling_Bernoulliresampling_casesroctriptych

Dependencies:classclicolorspacecpp11dplyrfansifarvergenericsgeomtextpathggplot2ggrepelgluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmonotonemunsellnlmepatchworkpillarpkgconfigplyrpROCpurrrR6RColorBrewerRcpprlangscalesstringistringrsystemfontstextshapingtibbletidyrtidyselectutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Accessing original forecast and observation data for triptych objectsaccessors forecasts observations
Adding confidence regionsadd_confidence
Adding consistency regions for reliability curvesadd_consistency
Accessing diagnostic estimate dataestimates estimates.triptych_mcbdsc estimates.triptych_murphy estimates.triptych_reliability estimates.triptych_roc
Example data set of binary observations and probability forecastsex_binary
Evaluation of forecasts using score decompositionsas_mcbdsc mcbdsc
Evaluation of forecasts using Murphy curvesas_murphy murphy
Plot methods for the triptych classesautoplot.triptych autoplot.triptych_mcbdsc autoplot.triptych_murphy autoplot.triptych_reliability autoplot.triptych_roc plot.triptych plot.triptych_mcbdsc plot.triptych_murphy plot.triptych_reliability plot.triptych_roc
Accessing confidence/consistency region dataregions regions.triptych_mcbdsc regions.triptych_murphy regions.triptych_reliability regions.triptych_roc
Evaluation of forecasts using reliability curvesas_reliability reliability
Bootstrap (binary) observation resampling for triptych objectsresampling_Bernoulli resampling_Bernoulli.triptych_murphy resampling_Bernoulli.triptych_reliability resampling_Bernoulli.triptych_roc
Bootstrap case resampling for triptych objectsresampling_cases resampling_cases.triptych_murphy resampling_cases.triptych_reliability resampling_cases.triptych_roc
Evaluation of forecasts using ROC curvesas_roc roc
Evaluation of forecasts using a Triptychtriptych