crps | R Documentation |
Calculates continuous ranked probability score (lower CRPS indicate better fits, better uncertainty quantification).
crps(y, mu, s2)
y |
response vector |
mu |
predicted mean |
s2 |
predicted point-wise variances |
Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction, and Estimation. Journal of the American Statistical Association 102 (477), 359-378.
# Additional examples including real-world computer experiments are available at:
# https://bitbucket.org/gramacylab/deepgp-ex/
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