Score a backtest: WIS, APE, MSE per model (and rank them)

Score a backtest: WIS, APE, MSE per model (and rank them)

Usage

score(object, metric = c("wis", "ape", "mse"), report = TRUE)

Arguments

object

A backtest_class.

metric

Metric to RANK models by: "wis" (default), "ape", or "mse". All three are always reported; metric only chooses the ranking.

report

If TRUE (default), print the ranked comparison via cli.

Value

A data.frame, one row per model, with wis, its decomposition (overprediction, underprediction, dispersion), ape, mse, coverage_50, and coverage_90, sorted best-first by metric.