Brier Score
Calculates verification statistics for probabilistic forecasts of binary events.
brier(obs, pred, baseline, thresholds = seq(0,1,0.1), bins = TRUE, ... )
obs |
Vector of binary observations |
pred |
Vector of probablistic predictions [0,1] |
baseline |
Vector of climatological (no - skill) forecasts. If this is null, a sample climatology will be calculated. |
thresholds |
Values used to bin the forecasts. By default the bins are {[0,0.1), [0.1, 0.2), ....} . |
bins |
If TRUE, thresholds define bins into which the probablistic forecasts are entered and assigned the midpoint as a forecast. Otherwise, each unique forecast is considered as a seperate forecast. For example, set bins to FALSE when dealing with a finite number of probabilities generated by an ensemble forecast. |
... |
Optional arguments |
baseline.tf |
Logical indicator of whether climatology was provided. |
bs |
Brier score |
bs.baseline |
Brier Score for climatology |
ss |
Skill score |
bs.reliability |
Reliability portion of Brier score. |
bs.resolution |
Resolution component of Brier score. |
bs.uncert |
Uncertainty component of Brier score. |
y.i |
Forecast bins – described as the center value of the bins. |
obar.i |
Observation bins – described as the center value of the bins. |
prob.y |
Proportion of time using each forecast |
obar |
Forecast based on climatology or average sample observations. |
check |
Reliability - resolution + uncertainty should equal brier score. |
This function is used within verify
.
Matt Pocernich
Wilks, D. S. (1995) Statistical Methods in the Atmospheric Sciences Chapter 7, San Diego: Academic Press.
# probabilistic/ binary example pred<- runif(100) obs<- round(runif(100)) brier(obs, pred)
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