verification: crps – R documentation

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crps

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

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)

verification

Weather Forecast Verification Utilities

v1.42

GPL (>= 2)

Authors

NCAR - Research Applications Laboratory

Initial release

2015-07-10