interval_score | R Documentation |
Calculate interval score
interval_score(l, u, x, alpha = 0.05)
l |
interval lower bound |
u |
interval upper bound |
x |
data |
alpha |
significance level. Defaults to 0.05. |
a value of interval score
https://www.stat.washington.edu/raftery/Research/PDF/Gneiting2007jasa.pdf, section 6.2
eps = 0.05 x = rnorm(1000) u = qnorm(1-eps/2) l = qnorm(eps/2) interval_score(l, u, x, alpha = eps)
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