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.

Install the latest version of this package by entering the following in R:
install.packages("bride")
AuthorStefan Siegert
Date of publication2013-07-18 11:00:35
MaintainerStefan Siegert <stefan_siegert@gmx.de>
LicenseGPL-2
Version1.3

View on CRAN

Functions

bride Man page
bride.default Man page
print.bride Man page
summary.bride Man page

Files

inst
inst/CITATION
NAMESPACE
NEWS
R
R/CalculateBrierDecomp.R R/bride.R
MD5
DESCRIPTION
man
man/bride.Rd

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