This unexported helper function is used to build a distribution from quantile forecasts and then calculate the probability density for the thresholds associated with each category forecasted: large increase, increase, stable, decrease, large decrease.
Usage
density_probs(df, n_horizons = 5, ...)
Arguments
- df
Data frame with forecasts and categorical thresholds joined
- n_horizons
Number of horizons ahead
- ...
Additional arguments passed to distfromq::distfromq()
Value
Data frame with probabilities for each rate change category