Description Usage Arguments Details Value Author(s) References Examples

Decomposes the empirical Brier score into reliability, resolution and uncertainty. The components are computed in two different ways: Using the original (biased) estimators by Murphy (1974), and using bias-corrected estimators proposed by Ferro and Fricker (2012). Variance estimators are calculated. Can deal with probabilistic predictions of binary events.

1 |

`p` |
a vector of forecast probabilities. No default. |

`y` |
a vector of binary event indicators. No default. |

`n.bins` |
number of bins used for calculating the calibration function. Default |

`...` |
possible additional arguments. Not used at the moment. |

The values of the forecast probabilities in `p`

are binned into `n.bins`

equidistant bins on the unit interval. Based on this binning, the calibration function

*P(y=1|p)*

is estimated, which is required to calculate the reliability and resolution term.

An object of class `bride`

, essentially a list containing:

`p,y` |
the objects of the original request. |

`n.bins` |
number of equidistant, exhaustive bins used to calculate cross table. |

`p.binavgs` |
in-bin-average forecast probabilities. |

`p.binned` |
a vector of length(p), where each original p was replaced by its in-bin-average. |

`c.table` |
the cross-table, aka consistency table; c.table[i,j] indicates number of times that y was in the i-th class and at the same time p was in the j-th bin. |

`rel,res,unc` |
reliability, resolution, uncertainty estimates derived by Murphy (1970). |

`rel2,res2,unc2` |
bias-corrected reliability, resolution, uncertainty estimates derived by Ferro (2012). |

`relv,resv,uncv,rel2v,res2v,unc2v` |
variance estimators derived by Siegert (2012). |

Stefan Siegert

Murphy, AH (1974) *A new vector partition of the probability score*, Journal of Applied Meteorology, 12:595-600

Ferro CAT, Fricker TE (2012) *A bias-corrected decomposition of the Brier Score*, Quarterly Journal of the Royal Meteorological Society, 138(668): 1954-1960

Siegert, S. (2013) *Variance estimators for Brier Score decomposition*, document in preparation

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```
Call:
bride.default(p = p, y = y)
REL = 0.0032 +/- 0.0094
RES = 0.1029 +/- 0.0232
UNC = 0.2500 +/- 0.0030
REL - RES + UNC = 0.1503
Br = 0.1493
```

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