verification: check.func – R documentation

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check.func

check loss function

Calculates the check loss function.

check.func(u, p)

`u`	Value to be evaluated
`p`	Probability level [0,1]

The check loss is calculated as ρ_{p} (u) = (abs(u) + (2*p-1)*u)/2.

The check loss for value u and probability level p.

This function is used within quantileScore.

Sabrina Bentzien

## The function is currently defined as
function (u, p) 
{
    rho <- (abs(u) + (2 * p - 1) * u) * 0.5
  }

Weather Forecast Verification Utilities

v1.42

GPL (>= 2)

Authors

NCAR - Research Applications Laboratory

Initial release

2015-07-10