| 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 0.1.2 Index]