getCRPS {cocons}R Documentation

Based on a set of predictions computes the Continuous Ranked Probability Score

Description

Retrieves the Continuous Ranked Probability Score (CRPS) [1].

Usage

getCRPS(z.pred, mean.pred, sd.pred)

Arguments

z.pred

(numeric vector).

mean.pred

(numeric vector).

sd.pred

(numeric vector).

Value

(numeric vector) retrieves CRPS.

Author(s)

Federico Blasi

References

[1] Gneiting, Tilmann, and Adrian E. Raftery. "Strictly proper scoring rules, prediction, and estimation." Journal of the American statistical Association 102.477 (2007): 359-378.


[Package cocons version 0.1.4 Index]