Nothing
brierScore.fitBMAnormal <-
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
if (!is.null(dates)) warning("dates ignored")
ensembleData <- ensembleData[,matchEnsembleMembers(fit,ensembleData)]
M <- !dataNA(ensembleData,dates=FALSE)
if (!all(M)) ensembleData <- ensembleData[M,]
y <- dataVerifObs(ensembleData)
nObs <- length(y)
nForecasts <- ensembleSize(ensembleData)
ensembleData <- ensembleForecasts(ensembleData)
x <- apply( ensembleData, 1, mean, na.rm = TRUE)
MAT <- outer(y, thresholds, "<=")
bsClimatology <- apply(sweep(MAT, MARGIN = 2, FUN = "-",
STATS = apply(MAT,2,mean))^2, 2, mean)
bsVoting <- apply((t(apply(ensembleData, 1, function(z, thresholds)
apply(outer(z, thresholds, "<="), 2, mean, na.rm = TRUE),
thresholds = thresholds)) - MAT)^2, 2, mean, na.rm = TRUE)
# fit doesn't have a training period so logistic fit to all data
logisticFit <- sapply( thresholds,
function(thresh, x, y)
glm((y <= thresh) ~ x,family=binomial(logit))$coef,
x = x, y = y)
logisticFit[2,][is.na(logisticFit[2,])] <- 0
MAT <- apply(logisticFit, 2, function(coefs,x)
sapply(coefs[1] + coefs[2]*x, inverseLogit),
x = x) - outer(y, thresholds, "<=")
bsLogistic <- apply(MAT^2, 2, mean)
MAT <- matrix( NA, nObs, length(thresholds))
dimnames(MAT) <- list(NULL, as.character(thresholds))
# BMA Brier Scores
WEIGHTS <- fit$weights
if (!all(Wmiss <- is.na(WEIGHTS))) {
SD <- if (!is.null(dim(fit$sd))) {
fit$sd
}
else rep(fit$sd, nForecasts)
for (i in 1:nObs) {
f <- ensembleData[i,]
M <- is.na(f) | Wmiss
MEAN <- apply(rbind(1, f) * fit$biasCoefs, 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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