scores_gpd {scoringRules} | R Documentation |
Calculating scores for the generalized Pareto distribution
crps_gpd(y, shape, location = 0, scale = 1, mass = 0)
logs_gpd(y, shape, location = 0, scale = 1)
dss_gpd(y, shape, location = 0, scale = 1)
y |
vector of observations. |
shape |
vector of positive shape parameters. |
location |
vector of location parameters. |
scale |
vector of positive scale parameters. |
mass |
vector of point masses in |
A vector of score values.