CRPS: Compute the Continuous Ranked Probability Score

In s2dv: A Set of Common Tools for Seasonal to Decadal Verification

Compute the Continuous Ranked Probability Score

Description

The Continuous Ranked Probability Score (CRPS; Wilks, 2011) is the continuous version of the Ranked Probability Score (RPS; Wilks, 2011). It is a skill metric to evaluate the full distribution of probabilistic forecasts. It has a negative orientation (i.e., the higher-quality forecast the smaller CRPS) and it rewards the forecast that has probability concentration around the observed value. In case of a deterministic forecast, the CRPS is reduced to the mean absolute error. It has the same units as the data. The function is based on enscrps_cpp from SpecsVerification. If there is more than one dataset, CRPS will be computed for each pair of exp and obs data.

Usage

CRPS(
  exp,
  obs,
  time_dim = "sdate",
  memb_dim = "member",
  dat_dim = NULL,
  Fair = FALSE,
  return_mean = TRUE,
  ncores = NULL
)

Arguments

exp	A named numerical array of the forecast with at least time dimension.
obs	A named numerical array of the observation with at least time dimension. The dimensions must be the same as 'exp' except 'memb_dim' and 'dat_dim'.
time_dim	A character string indicating the name of the time dimension. The default value is 'sdate'.
memb_dim	A character string indicating the name of the member dimension to compute the probabilities of the forecast. The default value is 'member'.
dat_dim	A character string indicating the name of dataset dimension. The length of this dimension can be different between 'exp' and 'obs'. The default value is NULL.
Fair	A logical indicating whether to compute the FairCRPS (the potential CRPS that the forecast would have with an infinite ensemble size). The default value is FALSE.
return_mean	A logical indicating whether to return the temporal mean of the CRPS or not. If TRUE, the temporal mean is calculated along time_dim, if FALSE the time dimension is not aggregated. The default is TRUE.
ncores	An integer indicating the number of cores to use for parallel computation. The default value is NULL.

Value

A numerical array of CRPS with dimensions c(nexp, nobs, the rest dimensions of 'exp' except 'time_dim' and 'memb_dim' dimensions). nexp is the number of experiment (i.e., dat_dim in exp), and nobs is the number of observation (i.e., dat_dim in obs). If dat_dim is NULL, nexp and nobs are omitted.

References

Wilks, 2011; https://doi.org/10.1016/B978-0-12-385022-5.00008-7

Examples

exp <- array(rnorm(1000), dim = c(lat = 3, lon = 2, member = 10, sdate = 50))
obs <- array(rnorm(1000), dim = c(lat = 3, lon = 2, sdate = 50))
res <- CRPS(exp = exp, obs = obs)

s2dv documentation built on Oct. 13, 2024, 9:07 a.m.