tcalibrate: Calibration of ternary forecasts

In ternvis: Visualisation, Verification and Calibration of Ternary Probabilistic Forecasts

Description

Function to apply a calibration to a matrix of ternary forecasts.

Usage

tcalibrate(tv, p)

Arguments

tv	An object of class tverify, for example produced by tgetcal.
p	An n-by-3 matrix of ternary forecasts which will be calibrated according to the calibration function embedded in dat.

Value

An n-by-3 array of calibrated ternary forecasts.

Author(s)

Tim Jupp

References

Jupp TE, Lowe R, Stephenson DB, Coelho CAS (2012) On the visualization, verification and recalibration of ternary probabilistic forecasts, Philosophical Transactions of the Royal Society, volume 370, pages 1100-1120.

http://rsta.royalsocietypublishing.org/content/370/1962/1100.full

http://arxiv.org/abs/1103.1303

See Also

tgetcal, tplot, tverify

Examples

# get football betting data
data(foot) 

# get verification info for these data                         
tv   <- tverify(p=foot$p,o=foot$o)  

# get a linear calibration based on verification info         
lc   <- tgetcal(tv)  

# consider an uncalibrated forecast p                 
p    <- cbind(0,0,1)    

# see where p is mapped by this calibration            
pcal <- tcalibrate(lc,cbind(0,0,1)) 

# plot the uncalibrated forecast
tplot(p) 
# plot the calibrated forecast                        
tplot(pcal,col="blue",newpage=FALSE,bg="transparent")

ternvis documentation built on July 5, 2019, 5:03 p.m.