Description Usage Arguments Author(s)
This function compute the continous rank probability score for normal distributions. It is mainly used to evaluate the validility of predictive distributions.
1 | CRPS(x, mu, sig)
|
x |
a vector of true values (held-out data) |
mu |
a vector of predictive means |
sig |
a vector of predictive standard deviations |
Pulong Ma <mpulong@gmail.com>
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