crps {verification} | R Documentation

## Continuous Ranked Probability Score

### Description

Calculates the crps for a forecast made in terms of a normal probability distribution and an observation expressed in terms of a continuous variable.

### Usage

        crps(obs, pred, ...)

### Arguments

`obs` | A vector of observations.
`pred` | A vector or matrix of the mean and standard deviation of a normal distribution. If the vector has a length of 2, it is assumed that these values represent the mean and standard deviation of the normal distribution that will be used for all forecasts.
`...` | Optional arguments

### Value

`crps` | Continous ranked probability scores
`CRPS` | Mean of crps
`ign` | Ignorance score
`IGN` | Mean of the ignorance score

### Note

This function is used within `verify`.

### Author(s)

Matt Pocernich <pocernic@rap.ucar.edu>

### References

Gneiting, T., Westveld, A., Raferty, A. and Goldman, T, 2004: Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation. Technical Report no. 449, Department of Statistics, University of Washington. [ Available online at http://www.stat.washington.edu/www/research/reports/ ]

### Examples

    #  probabilistic/ binary example

    x <- runif(100) ## simulated observation.
    crps(x, c(0,1))

    ## simulated forecast in which mean and sd differs for each forecast.
    frcs<- data.frame( runif(100, -2, 2), runif(100, 1, 3 ) )
    crps(x, frcs)

[Package verification version 1.20 Index]