CRPS {ARCokrig}R Documentation

Compute continous rank probability score for normal distributions

Description

This function compute the continous rank probability score for normal distributions. It is mainly used to evaluate the validility of predictive distributions.

Usage

CRPS(x, mu, sig)

Arguments

x

a vector of true values (held-out data)

mu

a vector of predictive means

sig

a vector of predictive standard deviations

Author(s)

Pulong Ma <mpulong@gmail.com>


[Package ARCokrig version 0.1.1 Index]