bs: Brier Score

In jobstdavid/eppverification: Verification Tools for the Statistical Postprocessing of Ensemble Forecasts

Brier Score

Description

This function calculates the Brier Score (BS) given observations of an univariate variable, thresholds and corresponding PIT values of a predictive distribution.

Usage

bs(y, t, u, na.action = na.omit, aggregate = FALSE, ...)

Arguments

y	vector of observations
t	vector of threshold values (depending on y; see details)
u	vector of PIT values in [0,1] (depending on t; see details)
na.action	function to handle the NA's. Default: na.omit.
aggregate	logical or function for aggregating the single scores, e.g. sum, mean, weighted.mean, .... Default: FALSE, i.e. no aggregation function.
...	further arguments passed to the aggregate function.

Details

For a vector y of length n, the i-th entry of y belongs to the i-th entry of u and t. For given thresholds t the PIT values are obtained by u=F(t) for a predictive distribution F.

A lower BS indicates a better forecast.

Value

Vector of score value(s).

Author(s)

David Jobst

References

Brier, G. (1950). Verification of forecasts expressed in terms of probability. Monthly Weather Review, 78, 1-3.

Examples

# simulated data
n <- 30
y <- rnorm(n)
t <- sample(-10:35, size = n, replace = TRUE)
u <- pnorm(t)

# bs calculation
bs(y = y, t = t, u = u)
bs(y = y, t = t, u = u, aggregate = mean)

jobstdavid/eppverification documentation built on May 13, 2024, 5:20 p.m.