rps_ordinal: Ranked Probability Score for ordinal outcomes

In epiforecasts/scoringutils: Utilities for Scoring and Assessing Predictions

Ranked Probability Score for ordinal outcomes

Description

The Ranked Probability Score (RPS) measures the difference between the predicted and observed cumulative distribution functions. It is a proper scoring rule that takes the ordering of categories into account. Small values are better (best is zero, worst is N - 1 where N is the number of categories).

Usage

rps_ordinal(observed, predicted, predicted_label)

Arguments

observed	A factor of length n with N levels holding the observed values.
predicted	nxN matrix of predictive probabilities, n (number of rows) being the number of observations and N (number of columns) the number of possible outcomes.
predicted_label	A factor of length N, denoting the outcome that the probabilities in predicted correspond to.

Value

A numeric vector of size n with ranked probability scores

Input format

Overview of required input format for nominal forecasts

Examples

factor_levels <- c("one", "two", "three")
predicted_label <- factor(factor_levels, levels = factor_levels, ordered = TRUE)
observed <- factor(c("three", "three", "two"), levels = factor_levels, ordered = TRUE)
predicted <- matrix(
  c(0.8, 0.1, 0.1,
    0.1, 0.2, 0.7,
    0.4, 0.4, 0.2),
  nrow = 3,
  byrow = TRUE
)
rps_ordinal(observed, predicted, predicted_label)

epiforecasts/scoringutils documentation built on Dec. 11, 2024, 11:12 a.m.