pit | R Documentation |

Computes the probabilty integral transform (PIT) of a BMA ensemble forecasting model at observation locations.

pit( fit, ensembleData, dates = NULL, randomizeATzero=FALSE, ...)

`fit` |
A model fit to ensemble forecasting data. |

`ensembleData` |
An |

`dates` |
The dates for which the CDF will be computed.
These dates must be consistent with |

`randomizeATzero` |
For the |

`...` |
Included for generic function compatibility. |

Most often used for computing PIT histograms to assess calibration of
forecasts, in which case the observations in `ensembleData`

would
be those used in modeling `fit`

.

Instances in `ensembleData`

without verifying observations
are ignored.

Note the model may have been applied to a power transformation of the data,
but that information is included in the input `fit`

, and
the output is transformed appropriately.

The PIT is a continuous analog of the verification rank.

The value of the BMA cumulative distribution function CDF
corresponding to the fit at the observed values in `ensembleData`

.

A. E. Raftery, T. Gneiting, F. Balabdaoui and M. Polakowski,
Using Bayesian model averaging to calibrate forecast ensembles,
*Monthly Weather Review 133:1155–1174, 2005*.

T. Gneiting, F. Balabdaoui and A. Raftery,
Probabilistic forecasts, calibration and sharpness.
*Journal of the Royal Statistical Society, Series B 69:243–268, 2007*.

J. M. Sloughter, A. E. Raftery, T Gneiting and C. Fraley,
Probabilistic quantitative precipitation forecasting
using Bayesian model averaging,
*Monthly Weather Review 135:3209–3220, 2007*.

C. Fraley, A. E. Raftery, T. Gneiting and J. M. Sloughter,
`ensembleBMA`

: An `R`

Package for Probabilistic Forecasting
using Ensemble and Bayesian Model Averaging,
Technical Report No. 516R, Department of Statistics, University of
Washington, 2007 (revised 2010).

C. Fraley, A. E. Raftery, T. Gneiting,
Calibrating Multi-Model Forecast Ensembles
with Exchangeable and Missing Members using Bayesian Model Averaging,
*Monthly Weather Review 138:190–202, 2010*.

J. M. Sloughter, T. Gneiting and A. E. Raftery,
Probabilistic wind speed forecasting
using ensembles and Bayesian model averaging,
*Journal of the American Statistical Association, 105:25–35, 2010*.

`pitHist`

,
`verifRankHist`

,
`ensembleBMA`

,
`fitBMA`

,
`quantileForecast`

data(ensBMAtest) ensMemNames <- c("gfs","cmcg","eta","gasp","jma","ngps","tcwb","ukmo") obs <- paste("T2","obs", sep = ".") ens <- paste("T2", ensMemNames, sep = ".") tempTestData <- ensembleData( forecasts = ensBMAtest[,ens], dates = ensBMAtest[,"vdate"], observations = ensBMAtest[,obs], station = ensBMAtest[,"station"], forecastHour = 48, initializationTime = "00") ## Not run: # R check tempTestFit <- ensembleBMAnormal( tempTestData, trainingDays = 30) ## End(Not run) tempTestForc <- quantileForecast( tempTestFit, tempTestData) range(tempTestForc) tempTestPIT <- pit( tempTestFit, tempTestData)

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.