CRPS: Compute continous rank probability score for normal...
In pulongma/ARCokrig: Autoregressive Cokriging Models for Multifidelity Codes
Description
Usage
Arguments
Author(s)
Description
This function compute the continous rank probability score for
normal distributions. It is mainly used to evaluate the validility of
predictive distributions.
Usage
1
CRPS(x, mu, sig)
Arguments
x
a vector of true values (held-out data)
mu
a vector of predictive means
sig
a vector of predictive standard deviations
Author(s)
Pulong Ma <mpulong@gmail.com>
pulongma/ARCokrig documentation built on Sept. 24, 2021, 11:24 p.m.
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Description Usage Arguments Author(s)
Description
This function compute the continous rank probability score for normal distributions. It is mainly used to evaluate the validility of predictive distributions.
Usage
1 | CRPS(x, mu, sig)
|
Arguments
x |
a vector of true values (held-out data) |
mu |
a vector of predictive means |
sig |
a vector of predictive standard deviations |
Author(s)
Pulong Ma <mpulong@gmail.com>
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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