qwCRPS: Get the quantile-weighted CRPS
In kdayday/forecasting: Probabilistic Solar Forecsting
Description
Calculate CRPS (continuous ranked probability score) for the forecast
estimated by trapezoidal integration of its quantile decomposition Quantile
weighting functions as suggested in Gneiting & Ranjan 2012
Usage
1
2
Arguments
ts
A ts_forecast object
tel
A vector of the telemetry values
weighting
One of "none" (default), "tails", "right", "left", "center"
quantiles
(optional) Sequence of quantiles to integrate over
qs
(optional) A list of quantile scores corresponding to the quantiles
kdayday/forecasting documentation built on Oct. 7, 2020, 7:16 p.m.
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Description
Calculate CRPS (continuous ranked probability score) for the forecast estimated by trapezoidal integration of its quantile decomposition Quantile weighting functions as suggested in Gneiting & Ranjan 2012
Usage
1 2 |
Arguments
ts |
A ts_forecast object |
tel |
A vector of the telemetry values |
weighting |
One of "none" (default), "tails", "right", "left", "center" |
quantiles |
(optional) Sequence of quantiles to integrate over |
qs |
(optional) A list of quantile scores corresponding to the quantiles |
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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