crps: Calculates CRPS
In deepgp: Bayesian Deep Gaussian Processes using MCMC
crps R Documentation
Calculates CRPS
Description
Calculates continuous ranked probability score (lower CRPS indicate
better fits, better uncertainty quantification).
Usage
crps(y, mu, s2)
Arguments
y
response vector
mu
predicted mean
s2
predicted point-wise variances
References
Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction,
and Estimation. Journal of the American Statistical Association 102
(477), 359-378.
deepgp documentation built on Aug. 8, 2023, 1:06 a.m.
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| crps | R Documentation |
Calculates CRPS
Description
Calculates continuous ranked probability score (lower CRPS indicate better fits, better uncertainty quantification).
Usage
crps(y, mu, s2)
Arguments
y |
response vector |
mu |
predicted mean |
s2 |
predicted point-wise variances |
References
Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction, and Estimation. Journal of the American Statistical Association 102 (477), 359-378.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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