gluonts.ext.r_forecast.util module

gluonts.ext.r_forecast.util.interval_to_quantile_level(interval_level: int, side: str) → float

Convert a prediction interval level (upper or lower) into a quantile level.

gluonts.ext.r_forecast.util.quantile_to_interval_level(quantile_level: float) → Tuple[int, str]

Convert a quantile level into a prediction interval level (upper or lower).

gluonts.ext.r_forecast.util.unlist(l)