Helper function that fits its each column of the matrix (horizon) to an observation model.

Helper function that fits its each column of the matrix (horizon) to an observation model.

Usage

fit_by_horizon(obs, pred, fit_model = fit_nb)

Arguments

obs

Matrix or vector of observations.

pred

Matrix or vector of predictions.

fit_model

Function that ingests observations and expectations and returns uncertainty parameters, default is fit_nb.

Value

Vector of uncertainty parameters of the same length as the number of columns in the obs matrix.

See also

Observation error estimation functions estimate_uncertainty(), fit_nb()

Examples

obs <- matrix(
  c(
    5, 6, 2,
    1, 4, 2,
    8, 4, 2
  ),
  nrow = 3,
  byrow = TRUE
)
pred <- matrix(
  c(
    4.2, 5.2, 1.8,
    0.7, 3.5, 3.4,
    7.3, 4.1, 1.2
  ),
  nrow = 3,
  byrow = TRUE
)
disp <- fit_by_horizon(obs = obs, pred = pred)
disp
#> [1] 999.9999 999.9999 999.9999