| scores {scoringRules} | R Documentation |
Generic Scoring Rule Calculation
Description
Generic functions for calculating the Continuous Ranked Probability Score and the Logarithmic Score of R objects.
scoringRules provides default methods
(crps.numeric, logs.numeric) to calculate scores of forecasts
that are members of families of parametric distributions.
Usage
crps(y, ...)
logs(y, ...)
Arguments
y |
an object for which the score is to be calculated |
... |
further arguments passed to or from other methods |
Details
The mean logarithmic score corresponds to the negative of the
log-likelihood logLik.
Value
Returns a vector of scores. One for each forecast-observation pair.
References
General background and further references on scoring rules:
Gneiting, T. and A.E. Raftery (2007): ‘Strictly proper scoring rules, prediction and estimation’, Journal of the American Statistical Association 102, 359-378. doi:10.1198/016214506000001437
Gneiting, T. and M. Katzfuss (2014): ‘Probabilistic forecasting’, Annual Review of Statistics and Its Application 1, 125-151. doi:10.1146/annurev-statistics-062713-085831