gev.crps: Compute the Continuous Rank Probability Score (CRPS)

Description Usage Arguments Value Author(s)

View source: R/gev.R

Description

This takes a large sample from a predictive distribution and computes the CRPS for a number of observations. It is used in judging the fit of predictive distributions.

Usage

1
gev.crps(Y.obs, Y.samp)

Arguments

Y.obs

A vector of observed values

Y.samp

A large sample from the posterior predictive distribution.

Value

A scalar giving the CRPS

Author(s)

Alex Lenkoski <[email protected]>


spatial.gev.bma documentation built on May 29, 2017, 9:10 a.m.