crps {verification} | R Documentation |
Calculates the crps for a forecast made in terms of a normal probability distribution and an observation expressed in terms of a continuous variable.
crps(obs, pred, ...)
obs |
A vector of observations. |
pred |
A vector or matrix of the mean and standard deviation of a normal distribution. If the vector has a length of 2, it is assumed that these values represent the mean and standard deviation of the normal distribution that will be used for all forecasts. |
... |
Optional arguments |
crps |
Continous ranked probability scores |
CRPS |
Mean of crps |
ign |
Ignorance score |
IGN |
Mean of the ignorance score |
This function is used within verify
.
Matt Pocernich
Gneiting, T., Raferty, A., Westveld, A., and Goldman, T, 2005: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation. Monthly Weather Review, 133 (5), 1098–1118, doi: 10.1175/MWR2904.1.
# probabilistic/ binary example
x <- runif(100) ## simulated observation.
crps(x, c(0,1))
## simulated forecast in which mean and sd differs for each forecast.
frcs<- data.frame( runif(100, -2, 2), runif(100, 1, 3 ) )
crps(x, frcs)