Nothing
brierScore.ensembleBMAnormal <-
function(fit, ensembleData, thresholds, dates = NULL, ...)
{
#
# copyright 2006-present, University of Washington. All rights reserved.
# for terms of use, see the LICENSE file
#
weps <- 1.e-4
matchITandFH(fit,ensembleData)
ensembleData <- ensembleData[,matchEnsembleMembers(fit,ensembleData)]
M <- !dataNA(ensembleData)
if (!all(M)) ensembleData <- ensembleData[M,]
fitDates <- modelDates(fit)
M <- matchDates( fitDates, ensembleValidDates(ensembleData), dates)
if (!all(M$ens)) ensembleData <- ensembleData[M$ens,]
if (!all(M$fit)) fit <- fit[fitDates[M$fit]]
dates <- modelDates(fit)
Dates <- ensembleValidDates(ensembleData)
y <- dataVerifObs(ensembleData)
nObs <- length(y)
nForecasts <- ensembleSize(ensembleData)
ensembleData <- ensembleForecasts(ensembleData)
MAT <- t(outer(y, thresholds, "<="))
bsClimatology <- apply(sweep(MAT, MARGIN = 1, FUN = "-",
STATS = apply(MAT,1,mean))^2, 1, mean)
bsVotingEns <- apply(ensembleData, 1, function(z, thresholds)
apply(outer(z, thresholds, "<="), 2, mean, na.rm = TRUE),
thresholds = thresholds)
bsVoting <- apply((bsVotingEns - MAT)^2, 1, mean, na.rm = TRUE)
MAT <- matrix( NA, nObs, length(thresholds))
dimnames(MAT) <- list(NULL, as.character(thresholds))
l <- 0
for (d in dates) {
# BMA Brier Scores
l <- l + 1
WEIGHTS <- fit$weights[,d]
if (all(Wmiss <- is.na(WEIGHTS))) next
SD <- if (!is.null(dim(fit$sd))) {
fit$sd[,d]
}
else rep(fit$sd[d], nForecasts)
I <- which(as.logical(match(Dates, d, nomatch = 0)))
for (i in I) {
f <- ensembleData[i,]
M <- is.na(f) | Wmiss
MEAN <- apply(rbind(1, f) * fit$biasCoefs[,,d], 2, sum)
W <- WEIGHTS
if (any(M)) {
W <- W + weps
W <- W[!M]/sum(W[!M])
}
MAT[i,] <- sapply( thresholds, cdfBMAnormal,
WEIGHTS = W, MEAN = MEAN[!M], SD = SD[!M]) -
(y[i] <= thresholds)
}
}
# locations at which forecasts are made (depends on training length and lag)
bsBMA <- apply(MAT^2, 2, mean, na.rm = TRUE)
safeDiv <- function(x,y) {
yzero <- !y
nz <- sum(yzero)
result <- rep(NA, length(y))
if (!nz) result <- x/y else result[!yzero] <- x[!yzero]/y[!yzero]
result
}
# data.frame(thresholds = thresholds,
# ensemble = 1 - safeDiv(bsVoting,bsClimatology),
# logistic = 1 - safeDiv(bsLogistic,bsClimatology),
# bma = 1 - safeDiv(bsBMA,bsClimatology))
data.frame(thresholds = thresholds,
climatology = bsClimatology,
ensemble = bsVoting,
bma = bsBMA)
}
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