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Merge pull request #863 from MichaelChirico/patch-2
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nikosbosse authored Jul 17, 2024
2 parents 6dddf17 + 4fee240 commit 47040f1
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2 changes: 1 addition & 1 deletion R/metrics-quantile.R
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Expand Up @@ -618,7 +618,7 @@ ae_median_quantile <- function(observed, predicted, quantile_level) {
#' The quantile score, also called pinball loss, for a single quantile
#' level \eqn{\tau} is defined as
#' \deqn{
#' \text{QS}_\tau(F, y) = 2 \cdot \{ \mathbf{1}(y \leq q_\tau) - \tau\} \cdot (q_\tau y) =
#' \text{QS}_\tau(F, y) = 2 \cdot \{ \mathbf{1}(y \leq q_\tau) - \tau\} \cdot (q_\tau - y) =
#' \begin{cases}
#' 2 \cdot (1 - \tau) * q_\tau - y, & \text{if } y \leq q_\tau\\
#' 2 \cdot \tau * |q_\tau - y|, & \text{if } y > q_\tau,
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2 changes: 1 addition & 1 deletion man/quantile_score.Rd

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2 changes: 1 addition & 1 deletion vignettes/scoring-rules.Rmd
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Expand Up @@ -390,7 +390,7 @@ See section [A note of caution] or @gneitingMakingEvaluatingPoint2011 for a disc
The quantile score, also called pinball loss, for a single quantile level $\tau$ is defined as

\begin{equation}
\text{QS}_\tau(F, y) = 2 \cdot \{ \mathbf{1}(y \leq q_\tau) - \tau\} \cdot (q_\tau y) =
\text{QS}_\tau(F, y) = 2 \cdot \{ \mathbf{1}(y \leq q_\tau) - \tau\} \cdot (q_\tau - y) =
\begin{cases}
2 \cdot (1 - \tau) * q_\tau - y, & \text{if } y \leq q_\tau\\
2 \cdot \tau * |q_\tau - y|, & \text{if } y > q_\tau,
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