scores_gpd: Calculating scores for the generalized Pareto distribution

In scoringRules: Scoring Rules for Parametric and Simulated Distribution Forecasts

Calculating scores for the generalized Pareto distribution

Description

Calculating scores for the generalized Pareto distribution

Usage

crps_gpd(y, shape, location = 0, scale = 1, mass = 0)

logs_gpd(y, shape, location = 0, scale = 1)

dss_gpd(y, shape, location = 0, scale = 1)

Arguments

y	vector of observations.
shape	vector of positive shape parameters.
location	vector of location parameters.
scale	vector of positive scale parameters.
mass	vector of point masses in location.

Value

A vector of score values.

scoringRules documentation built on Sept. 18, 2024, 5:09 p.m.