verify {verification}

Verification function

Description

Based on the type of inputs, this function calculates a range of verification statistics and skill scores. Additionally, it creates a verify class object that can be used in further analysis or with other methods such as plot and summary.

Usage

verify(obs, pred, p = NULL, baseline = NULL, 
    frcst.type = "prob", obs.type = "binary",
    thresholds = seq(0,1,0.1), show = TRUE, bins = TRUE,
    fudge = 0.01, ...)

       

Arguments

obs

The values with which the verifications are verified. May be a vector of length 4 if the forecast and predictions are binary data summarized in a contingency table. In this case, the value are entered in the order of c(n11, n01, n10, n00). If obs is a matrix, it is assumed to be a contingency table with observed values summarized in the columns and forecasted values summarized in the rows.

pred

Prediction of event. The prediction may be in the form of the a point prediction or the probability of a forecast. Let pred = NULL if obs is a contingency table.

p

the probability level of the quantile forecast, any value between 0 and 1.

baseline

In meteorology, climatology is the baseline that represents the no-skill forecast. In other fields this field would differ. This field is used to calculate certain skill scores. If left NULL, these statistics are calculated using sample climatology. If this is not NULL, the mean of these values is used as the baseline forecast. This interpretation is not appropriate for all applications. For example, if a baseline forecast is different for each forecast this will not work appropriately.

frcst.type

Forecast type. One of "prob", "binary", "norm.dist", "cat" or "cont", or "quantile". Defaults to "prob". "norm.dist" is used when the forecast is in the form of a normal distribution. See crps for more details.

obs.type

Observation type. Either "binary", "cat" or "cont". Defaults to "binary"

thresholds

Thresholds to be considered for point forecasts of continuous events.

show

Binary; if TRUE (the default), print warning message

bins

Binary; if TRUE (default), the probabilistic forecasts are placed in bins defined by the sequence defined in threshold and assigned the midpoint value.

fudge

A numeric fudge factor to be added to each cell of the contingency table in order to avoid division by zero.

...

Additional options.

Details

See Wilks (2006) and the WMO Joint WWRP/WGNE Working Group web site on verification for more details about these verification statistics. See Stephenson et al. (2008) and Ferro and Stephenson (2011) for more on the extreme dependence scores and indices. For information on confidence intervals for these scores, see Gilleland (2010).

Value

An object of the verify class. Depending on the type of data used, the following information may be returned. The following notation is used to describe which values are produced for which type of forecast/observations. (BB = binary/binary, PB = probablistic/binary, CC = continuous/continuous, CTCT = categorical/categorical)

BS

Brier Score (PB)

BSS

Brier Skill Score(PB)

SS

Skill Score (BB)

hit.rate

Hit rate, aka PODy, $h$ (PB, CTCT)

false.alarm.rate

False alarm rate, PODn, $f$ (PB, CTCT)

TS

Threat Score or Critical Success Index (CSI)(BB, CTCT)

ETS

Equitable Threat Score (BB, CTCT)

BIAS

Bias (BB, CTCT)

PC

Percent correct or hit rate (BB, CTCT)

Cont.Table

Contingency Table (BB)

HSS

Heidke Skill Score(BB, CTCT)

KSS

Kuniper Skill Score (BB)

PSS

Pierce Skill Score (CTCT)

GS

Gerrity Score (CTCT)

ME

Mean error (CC)

MSE

Mean-squared error (CC)

MAE

Mean absolute error (CC)

theta

Odds Ratio (BB)

log.theta

Log Odds Ratio

n.h

Degrees of freedom for log.theta (BB)

orss

Odds ratio skill score, aka Yules's Q (BB)

eds

Extreme Dependency Score (BB)

eds.se

Standard Error for Extreme Dependence Score (BB)

seds

Symmetric Extreme Dependency Score (BB)

seds.se

Standard Error for Symmetric Extreme Dependency Score (BB)

EDI

Extremal Dependence Index (BB)

EDI.se

Standard Error for Extremal Dependence Index (BB)

SEDI

Symmetric Extremal Dependence Index (BB)

SEDI.se

Standard Error for Symmetric Extremal Dependence Index (BB)

Note

There are other packages in R and Bioconductor which are usefull for verification tasks. This includes the ROCR, ROC, package and the limma package (in the Bioconductor repository.) Written by people in different fields, each provides tools for verification from different perspectives.

For the categorical forecast and verification, the Gerrity score only makes sense for forecast that have order, or are basically ordinal. It is assumed that the forecasts are listed in order. For example, if the rows of a contigency table were summarized as "medium, low, high", the Gerrity score will be incorrectly summarized.

As of version 1.37, the intensity scale (IS) verification funcitons have been removed from this package. Please use SpatialVx for this functionality.

Author(s)

Matt Pocernich

References

Ferro, C. A. T. and D. B. Stephenson, 2011. Extremal dependence indices: Improved verification measures for deterministic forecasts of rare binary events. Wea. Forecasting, 26, 699 - 713.

Gilleland, E., 2010. Confidence intervals for forecast verification. NCAR Technical Note NCAR/TN-479+STR, 71pp. Available at: http://nldr.library.ucar.edu/collections/technotes/asset-000-000-000-846.pdf

Stephenson, D. B., B. Casati, C. A. T. Ferro, and C. A. Wilson, 2008. The extreme dependency score: A non-vanishing measure for forecasts of rare events. Meteor. Appl., 15, 41 - 50.

Wilks, D. S., 2006. Statistical Methods in the Atmospheric Sciences , San Diego: Academic Press., 627 pp. (2nd Editiion).

WMO Joint WWRP/WGNE Working Group on Verification Website

http://www.cawcr.gov.au/projects/verification/

See Also

table.stats

Examples

# binary/binary example
obs<- round(runif(100))
pred<- round(runif(100))

# binary/binary example
# Finley tornado data.

obs<- c(28, 72, 23, 2680)
A<- verify(obs, pred = NULL, frcst.type = "binary", obs.type = "binary")

summary(A)

# categorical/categorical example
# creates a simulated 5 category forecast and observation.
obs <- round(runif(100, 1,5) )
pred <- round(runif(100, 1,5) )

A<- verify(obs, pred, frcst.type = "cat", obs.type = "cat" )
summary(A)

#  probabilistic/ binary example

pred<- runif(100)
A<- verify(obs, pred, frcst.type = "prob", obs.type = "binary")
summary(A)

# continuous/ continuous example
obs<- rnorm(100)
pred<- rnorm(100)
baseline <- rnorm(100, sd = 0.5) 

A<- verify(obs, pred, baseline = baseline,  frcst.type = "cont", obs.type = "cont")
summary(A)