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bride: Brier score decomposition of probabilistic forecasts for binary events
Decomposes the empirical Brier score into reliability, resolution and uncertainty. Two different estimators for the components are provided: The original estimators proposed by Murphy (1974), and the bias-corrected estimators proposed by Ferro and Fricker (2012). Sampling variances of all the components are estimated. This package applies only to probabilistic predictions of binary events.
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Package details |
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| Author | Stefan Siegert |
| Maintainer | Stefan Siegert <stefan_siegert@gmx.de> |
| License | GPL-2 |
| Version | 1.3 |
| Package repository | View on CRAN |
| Installation |
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