crps: Calculates CRPS

View source: R/misc.R

crpsR 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.

Examples

# Additional examples including real-world computer experiments are available at: 
# https://bitbucket.org/gramacylab/deepgp-ex/


deepgp documentation built on Sept. 11, 2024, 8:30 p.m.