Description Usage Arguments Details Value Author(s) References Examples

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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`p` |
a vector of forecast probabilities. No default. |

`y` |
a vector of binary event indicators. No default. |

`n.bins` |
number of bins used for calculating the calibration function. Default |

`...` |
possible additional arguments. Not used at the moment. |

The values of the forecast probabilities in `p`

are binned into `n.bins`

bins of equal length on the unit interval. All probabilities are replaced with their in-bin average. Based on this binning, the calibration function *P(y=1|p)* is estimated, which is required to estimate the components of the Brier Score decomposition of `p`

.

An object of class `bride`

, essentially a list containing:

`p,y` |
the objects of the original request. |

`n.bins` |
number of equidistant, exhaustive bins used to calculate the cross table. |

`rel,res,unc` |
reliability, resolution, uncertainty estimates derived by Murphy (1970). |

`rel2,res2,unc2` |
bias-corrected reliability, resolution, uncertainty estimates derived by Ferro and Fricker (2012). |

`rel.var,res.var,unc.var,rel2.var,res2.var,unc2.var` |
variance estimators derived by Siegert (2013). |

Stefan Siegert

Murphy, AH (1974) *A new vector partition of the probability score*, Journal of Applied Meteorology, 12:595-600

Ferro CAT, Fricker TE (2012) *A bias-corrected decomposition of the Brier Score*, Quarterly Journal of the Royal Meteorological Society, 138(668): 1954-1960

Siegert, S. (2013) *Variance estimation for Brier Score decomposition*, http://arxiv.org/abs/1303.6182

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