gev.logscore: Compute the Log Score

View source: R/gev.R

gev.logscoreR Documentation

Compute the Log Score

Description

This takes a large sample from a predictive distribution and computes the log score for a vector of observations, judging the fit of predictive distributions.

Usage

gev.logscore(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 mean log score over the observations

Author(s)

Alex Lenkoski <alex@nr.no>


NorskRegnesentral/SpatGEVBMA documentation built on July 22, 2023, 9:59 a.m.