rps: Ranked Probability Score

Description Usage Arguments Value Note Author(s) References See Also Examples

Description

Calculates the ranked probability score (rps) and ranked probability skill score (rpss) for probabilistic forecasts of ordered events.

Usage

1
 rps(obs, pred, baseline=NULL) 

Arguments

obs

A vector of observed outcomes. These values correspond to columns of prediction probabilities.

pred

A matrix of probabilities for each outcome occurring. Each column represents a category of prediction.

baseline

If NULL (default) the probability based on the sample data of each event to occur. Alternatively, a vector the same length of the as the number categories can be entered.

Value

rps

Ranked probability scores

rpss

Ranked probability skill score. Uses baseline or sample climatology as a references score.

rps.clim

Ranked probability score for baseline forecast.

Note

Perhaps the format of the data is best understood in the context of an example. Consider a probability of precipitation forecast of "none", "light" or "heavy". This could be [0.5, 0.3, 0.2]. If heavy rain occurred, the observed value would be 3, indicating event summarized in the third column occurred.

The RPS value is scaled to a [0,1 ] interval by dividing by (number of categories -1 . There is a discrepancy in the way this is explained in Wilks (2005) and the WWRF web page.

Author(s)

Matt Pocernich

References

WWRP/WGNE Joint Working Group on Verification - Forecast Verification - Issues, Methods and FAQ http://www.cawcr.gov.au/projects/verification/verif_web_page.html#RPS

Wilks, D. S. (2005) Statistical Methods in the Atmospheric Sciences Chapter 7, San Diego: Academic Press.

See Also

crps

Examples

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###  Example from Wilks, note without a baseline and only one
### forecast, the rpss and ss are not too meaningfull.



rps( obs = c(1), pred = matrix(c(0.2, 0.5, 0.3), nrow = 1))

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