Fraction of test points whose observed value falls inside the
[lower, upper] prediction interval. For a well-calibrated
interval the PICP should equal the nominal level
(e.g. 0.95 for a 95% interval).
Usage
edaphos_picp(observed, lower, upper)
Arguments
- observed
Numeric vector.
- lower, upper
Numeric vectors of the same length giving the
lower and upper bounds of the prediction interval at each point.
Value
Numeric scalar in [0, 1].
References
Shrestha, D. L. and Solomatine, D. P. (2006). Machine learning
approaches for estimation of prediction interval for the model
output. Neural Networks 19, 225-235.
