rnk | R Documentation |
This function calculates the ranks given observations of an univariate variable and samples of a predictive distribution.
rnk(y, x, na.rm = FALSE)
y |
vector of observations |
x |
matrix of samples of a predictive distribution (depending on |
na.rm |
logical; if |
For a vector y
of length n, x
should be given as matrix
with n rows, where the i-th entry of y
belongs to the i-th row
of x
. The columns of x
represent the samples of a predictive distribution.
Vector of ranks.
David Jobst
Anderson, J. (1996). A method for producing and evaluating probabilistic forecasts from ensemble model integrations. Journal of Climate, 9, 1518-1530.
Candille, G. and Talagrand, O. (2005). Evaluation of probabilistic prediction systems for a scalar variable. Quarterly Journal of the Royal Meteorological Society, 131(609), 2131-2150.
Hamill, T. and Colucci, S. (1997). Verification of Eta-RSM short-range ensemble forecasts. Monthly Weather Review, 125, 1312-1327.
Hamill, T. (2001). Interpretation of rank histograms for verifying ensemble forecasts. Monthly Weather Review, 129, 550-560.
Talagrand, O., Vautard, R. and Strauss, B. (1997). Evaluation of probabilistic prediction systems. Workshop on Predictability (ECMWF), 1-25.
# simulated data
n <- 30
m <- 50
y <- rnorm(n)
x <- matrix(rnorm(n*m), ncol = m)
# rank calculation
rnk(y = y, x = x)
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