scores: Generic Scoring Rule Calculation

In FK83/scoringRules: Scoring Rules for Parametric and Simulated Distribution Forecasts

Generic Scoring Rule Calculation

Description

Generic functions for calculating the Continuous Ranked Probability Score and the Logarithmic Score of R objects.

scoringRules provides default methods (crps.numeric, logs.numeric) to calculate scores of forecasts that are members of families of parametric distributions.

Usage

crps(y, ...)

logs(y, ...)

Arguments

y	an object for which the score is to be calculated
...	further arguments passed to or from other methods

Details

The mean logarithmic score corresponds to the negative of the log-likelihood logLik.

Value

Returns a vector of scores. One for each forecast-observation pair.

References

General background and further references on scoring rules:

Gneiting, T. and A.E. Raftery (2007): ‘Strictly proper scoring rules, prediction and estimation’, Journal of the American Statistical Association 102, 359-378. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/016214506000001437")}

Gneiting, T. and M. Katzfuss (2014): ‘Probabilistic forecasting’, Annual Review of Statistics and Its Application 1, 125-151. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1146/annurev-statistics-062713-085831")}

See Also

crps.numeric, logs.numeric

FK83/scoringRules documentation built on Feb. 20, 2024, 8:01 p.m.