compute_metrics

compute_metrics(
    data: pd.DataFrame,
    date_var: str,
    period: timedelta,
    metric_set: list,
    truth: str,
    estimate: str,
    **kw,
)

Compute metrics for given time period

Parameters

data : DataFrame

Pandas dataframe

date_var : str

Column in data containing dates

period : timedelta

Defining period to group by

metric_set : list

List of metrics to compute, that have the parameters y_true and y_pred

truth : str

Column name for true results

estimate : str

Column name for predicted results

Examples

import pandas as pd
from vetiver import compute_metrics
from datetime import timedelta
from sklearn.metrics import mean_squared_error, mean_absolute_error

df = pd.DataFrame(
  {
       "index": ["2021-01-01", "2021-01-02", "2021-01-03"],
       "truth": [200, 201, 199],
       "pred": [198, 200, 199],
  }
)
td = timedelta(days = 1)
metric_set = [mean_squared_error, mean_absolute_error]
metrics = compute_metrics(df, "index", td, metric_set, "truth", "pred")
metrics
index n metric estimate
0 2021-01-01 1 mean_squared_error 4.0
1 2021-01-01 1 mean_absolute_error 2.0
2 2021-01-02 1 mean_squared_error 1.0
3 2021-01-02 1 mean_absolute_error 1.0