| brierScore {ensembleBMA} | R Documentation |
Computes Brier Scores for climatology, raw ensemble, and ensemble forecasting models given observation thresholds.
brierScore( fit, ensembleData, thresholds, dates = NULL, ...)
fit |
A model fit to ensemble forecasting data. |
ensembleData |
An ensembleData object including ensemble
forecasts, verification observations and dates.
Missing values (indicated by NA) are allowed. \
This need not be the data used for the model fit,
although it must include the same
ensemble members.\
If ensembleData includes dates,
they must be consistent with fit and dates.
If ensembleData does not include dates, they will
be inferred from fit and dates.
|
thresholds |
One or more threshold values for the Brier score computations. |
dates |
The dates for which the Brier score will be computed.
These dates must be consistent with fit and ensembleData.
The default is to use all of the dates in fit.
The dates are ignored if fit originates from fitBMA,
which also ignores date information.
|
... |
Included for generic function compatibility. |
A data frame giving the Brier Scores for climatology
(empirical distribution of the verifying observations),
ensemble (voting), and ensemble foreacsting models
for the specified thresholds.
A logistic Brier score is also given for the BMAgamma0 model.
G. W. Brier, Verification of forecasts expressed in terms of probability, Monthly Weather Review, 78:1–3 (1950).
T. Gneiting and A. E. Raftery, Strictly proper scoring rules, prediction and estimation, Journal of the American Statistical Association 102:359–378 (2007).
C. Fraley, A. E. Raftery, T. Gneiting and J. M. Sloughter,
ensembleBMA: An R Package for Probabilistic Forecasting
using Ensembles and Bayesian Model Averaging,
Technical Report No. 516R, Department of Statistics, University of
Washington, May 2008.
data(prcpTest)
labels <- c("CENT","AVN","CMCG","ETA","GASP","JMA","NGPS","TCWB","UKMO")
prcpTestData <- ensembleData( forecasts = prcpTest[ ,labels],
dates = prcpTest$date, observations = prcpTest$obs)
## Not run:
prcpTestFit <- ensembleBMAgamma0(prcpTestData, trainingRule =
list(length = 30, lag = 2))
## End(Not run)
hist(prcpTestData$obs)
brierScore(prcpTestFit, prcpTestData, thresholds = c(0, 5, 10, 15, 20))