Description Usage Arguments Details Value Author(s) References Examples
Computes the weight and scale parameters of the SLP of two normals from a rolling training period.
1 2 3 |
x |
A vector of observations of a weather quantity. |
par_one |
A list with two vectors |
par_two |
A list with two vectors |
train |
The length of the training period. |
weight_grid |
The possible values of the SLP weight. |
scale_grid |
The possible values of the SLP scale parameter. |
For each forecast date (all dates except for the first
train
dates), the optimal combination of SLP weight and scale
parameters is found on a grid determined by weight_grid
and
scale_grid
, such that the corresponding
(predictive distribution, observation)-pair minimizes the average
CRPS with respect to the rolling training period of
length train
.
A data frame with the observation, predictive mean and standard deviation of the two normals, and SLP weight and scale parameter for the forecast period.
J. Gross, A. Moeller.
Gneiting T., Ranjan R. 2013. Combining predictive distributions. Electronic Journal of Statistics, 7, 1747–1782.
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