GaussCrps {SpecsVerification}

Calculate the Continuous Ranked Probability Score (CRPS) for forecasts issued as Normal distributions

Description

Calculate the Continuous Ranked Probability Score (CRPS) for forecasts issued as Normal distributions

Usage

GaussCrps(mean, sd, obs)

Arguments

mean

A vector of length N. The forecast means.

sd

A vector of length N. The forecast standard deviations.

obs

A numeric vector of length N of real-valued verifying observations

Value

numeric vector of length N with the CRPS values

References

Gneiting et al (2005). Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation. Mon. Wea. Rev. doi: 10.1175/MWR2904.1

See Also

EnsCrps, DressCrps, ScoreDiff, SkillScore

Examples

data(eurotempforecast)
mean <- rowMeans(ens)
sd <- apply(ens, 1, sd)
mean(GaussCrps(mean, sd, obs))