rps {verification}

Ranked Probability Score

Description

Calculates the ranked probability score (rps) and ranked probability skill score (rpss) for probabilistic forecasts of ordered events.

Usage

 rps(obs, pred, baseline=NULL) 

Arguments

obs

A vector of observed outcomes. These values correspond to columns of prediction probabilities.

pred

A matrix of probabilities for each outcome occurring. Each column represents a category of prediction.

baseline

If NULL (default) the probability based on the sample data of each event to occur. Alternatively, a vector the same length of the as the number categories can be entered.

Value

rps

Ranked probability scores

rpss

Ranked probability skill score. Uses baseline or sample climatology as a references score.

rps.clim

Ranked probability score for baseline forecast.

Note

Perhaps the format of the data is best understood in the context of an example. Consider a probability of precipitation forecast of "none", "light" or "heavy". This could be [0.5, 0.3, 0.2]. If heavy rain occurred, the observed value would be 3, indicating event summarized in the third column occurred.

The RPS value is scaled to a [0,1 ] interval by dividing by (number of categories -1 . There is a discrepancy in the way this is explained in Wilks (2005) and the WWRF web page.

Author(s)

Matt Pocernich

References

WWRP/WGNE Joint Working Group on Verification - Forecast Verification - Issues, Methods and FAQ http://www.cawcr.gov.au/projects/verification/verif_web_page.html#RPS

Wilks, D. S. (2005) Statistical Methods in the Atmospheric Sciences Chapter 7, San Diego: Academic Press.

See Also

crps

Examples

###  Example from Wilks, note without a baseline and only one
### forecast, the rpss and ss are not too meaningfull.



rps( obs = c(1), pred = matrix(c(0.2, 0.5, 0.3), nrow = 1))