crps_vonmises {circmax}R Documentation

Circular CRPS

Description

Continuous Ranked Probability Score (CRPS) for a circular response following the von Mises distribution.

Usage

crps_vonmises(y, mu, kappa, sum = FALSE)

Arguments

y

numeric. Circular response.

mu

numeric. Location parameter of the von Mises distribution.

kappa

numeric. Concentration parameter of the von Mises distribution.

sum

logical. Should the sum of the CRPS-values over all response values be returned.

Value

For sum=TRUE the sum of the CRPS-values of all response values is returned. Otherwise a vector of the same length as y with the observation-wise CRPS-values is returned.

See Also

circtree

Examples

set.seed(20190731)
y <- rnorm(100, 0, 1)
y[abs(y)>pi] <- 0
testfit <- circfit(y)
testcrps <- crps_vonmises(y, mu = as.numeric(testfit$coefficients[1]), 
kappa = as.numeric(testfit$coefficients[2]))

[Package circmax version 0.1 Index]