CRPS {ARCokrig} | R Documentation |
This function compute the continous rank probability score for normal distributions. It is mainly used to evaluate the validility of predictive distributions.
CRPS(x, mu, sig)
x |
a vector of true values (held-out data) |
mu |
a vector of predictive means |
sig |
a vector of predictive standard deviations |
Pulong Ma <mpulong@gmail.com>