gev.crps: Compute the Continuous Rank Probability Score (CRPS)
In NorskRegnesentral/SpatGEVBMA: Hierarchical spatial generalized extreme value (GEV) modeling with Bayesian Model Averaging (BMA)
gev.crps R Documentation
Compute the Continuous Rank Probability Score (CRPS)
Description
This takes a large sample from a predictive distribution
and computes the CRPS for a number of observations. It is used in
judging the fit of predictive distributions.
Usage
gev.crps(Y.obs, Y.samp)
Arguments
Y.obs
A vector of observed values
Y.samp
A large sample from the posterior predictive distribution.
Value
A scalar giving the CRPS
Author(s)
Alex Lenkoski <alex@nr.no>
NorskRegnesentral/SpatGEVBMA documentation built on July 22, 2023, 9:59 a.m.
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| gev.crps | R Documentation |
Compute the Continuous Rank Probability Score (CRPS)
Description
This takes a large sample from a predictive distribution and computes the CRPS for a number of observations. It is used in judging the fit of predictive distributions.
Usage
gev.crps(Y.obs, Y.samp)
Arguments
Y.obs |
A vector of observed values |
Y.samp |
A large sample from the posterior predictive distribution. |
Value
A scalar giving the CRPS
Author(s)
Alex Lenkoski <alex@nr.no>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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