interval_score: Calculate interval score

View source: R/utils.R

interval_scoreR Documentation

Calculate interval score

Description

Calculate interval score

Usage

interval_score(l, u, x, alpha = 0.05)

Arguments

l

interval lower bound

u

interval upper bound

x

data

alpha

significance level. Defaults to 0.05.

Value

a value of interval score

References

https://www.stat.washington.edu/raftery/Research/PDF/Gneiting2007jasa.pdf, section 6.2

Examples

eps = 0.05
x = rnorm(1000)
u = qnorm(1-eps/2)
l = qnorm(eps/2)
interval_score(l, u, x, alpha = eps)


mhuiying/scp documentation built on May 4, 2022, 11:35 p.m.