crps: Continuous Ranked Probability Score

In verification: Weather Forecast Verification Utilities

Description

Calculates the crps for a forecast made in terms of a normal probability distribution and an observation expressed in terms of a continuous variable.

Usage

    crps(obs, pred, ...)
       

Arguments

obs	A vector of observations.
pred	A vector or matrix of the mean and standard deviation of a normal distribution. If the vector has a length of 2, it is assumed that these values represent the mean and standard deviation of the normal distribution that will be used for all forecasts.
...	Optional arguments

Value

crps	Continous ranked probability scores
CRPS	Mean of crps
ign	Ignorance score
IGN	Mean of the ignorance score

Note

This function is used within verify.

Author(s)

Matt Pocernich

References

Gneiting, T., Westveld, A., Raferty, A. and Goldman, T, 2004: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation. Technical Report no. 449, Department of Statistics, University of Washington. [ Available online at http://www.stat.washington.edu/www/research/reports/ ]

Examples

#  probabilistic/ binary example


x <- runif(100) ## simulated observation.
crps(x, c(0,1))

## simulated forecast in which mean and sd differs for each forecast.
frcs<- data.frame( runif(100, -2, 2), runif(100, 1, 3 ) )
crps(x, frcs)

verification documentation built on May 2, 2019, 1:24 a.m.