veri_stats: Verification Statistics

Description Usage Arguments Details Value Author(s) Examples

Description

Computes different verification statistics for one predictive normal distribution, or for the spread-adjusted linear pool (SLP) of two predictive normal distributions.

Usage

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2
veri_stats(x, par_one = list(mean = NULL, sd = NULL),
  par_two = par_one, weight_one = NULL, scale = NULL)

Arguments

x

A vector of observations of a weather quantity.

par_one

A list with two vectors mean and sd of the same length as x respectively, providing parameters of the normal predictive distribution.

par_two

A list with two vectors mean and sd of the same length as x respectively, providing parameters of the second normal predictive distribution. Only required if weight_one is not NULL in which case the two parameter vectors must be of the same length as x.

weight_one

A vector of the same length as x providing the weights (corresponding to the first normal) used for the spread-adjusted linear pool.

scale

A vector of the same length as x providing the common scale parameter used for the spread-adjusted linear pool.

Details

If weight_one is NULL verification statistics are computed for a normal distribution with parameters provided by par_one. Otherwise the predictive distribution is the spread-adjusted linear pool (SLP) of two normals with parameters provided by par_one and par_two and SLP parameters weight_one (weights corresponding to par_one) and common scale parameter scale.

Value

A list with elements

pit

A vector of the same length as x giving probability integral transform (PIT) values.

crps

A vector of the same length as x giving the continuous ranked probability score (CRPS) values.

dss

A vector of the same length as x giving the Dawid and Sebastiani score (DSS) values.

pitvar

The sample variance of the PIT values.

rmv

The square root of the mean of the predictive variance.

Author(s)

J. Gross, A. Moeller.

Examples

1
veri_stats(17.5, par_one = list(mean = 15, sd = 1))

JuGross/ensAR documentation built on May 10, 2019, 8:23 a.m.