brierScore {ensembleBMA} | R Documentation |
Brier Scores
Description
Computes Brier Scores for climatology, raw ensemble, and ensemble forecasting models given observation thresholds.
Usage
brierScore( fit, ensembleData, thresholds, dates = NULL, ...)
Arguments
fit |
A model fit to ensemble forecasting data. |
ensembleData |
An |
thresholds |
One or more threshold values for the Brier score computations. |
dates |
The dates for which the Brier score will be computed.
These dates must be consistent with |
... |
Included for generic function compatibility. |
Value
A data frame giving the Brier Scores for climatology
(empirical distribution of the verifying observations),
ensemble (voting), and ensemble foreacsting models
for the specified thresholds.
A logistic Brier score is also given for the BMAgamma0 model.
References
G. W. Brier, Verification of forecasts expressed in terms of probability, Monthly Weather Review, 78:1–3, 1950.
T. Gneiting and A. E. Raftery, Strictly proper scoring rules, prediction and estimation, Journal of the American Statistical Association 102:359–378, 2007.
C. Fraley, A. E. Raftery, T. Gneiting and J. M. Sloughter,
ensembleBMA
: An R
Package for Probabilistic Forecasting
using Ensembles and Bayesian Model Averaging,
Technical Report No. 516R, Department of Statistics, University of
Washington, 2007 (revised 2010).
See Also
Examples
data(ensBMAtest)
ensMemNames <- c("gfs","cmcg","eta","gasp","jma","ngps","tcwb","ukmo")
obs <- paste("PCP24","obs", sep = ".")
ens <- paste("PCP24", ensMemNames, sep = ".")
prcpTestData <- ensembleData( forecasts = ensBMAtest[,ens],
dates = ensBMAtest[,"vdate"],
observations = ensBMAtest[,obs],
station = ensBMAtest[,"station"],
forecastHour = 48,
initializationTime = "00")
## Not run: # R check
prcpTestFit <- ensembleBMAgamma0( prcpTestData, trainingDays = 30)
## End(Not run)
hist(prcpTestData$obs)
brierScore(prcpTestFit, prcpTestData,
thresholds = seq(from = 0, to = .5, by = .1))