crps_vonmises {circmax} | R Documentation |
Continuous Ranked Probability Score (CRPS) for a circular response following the von Mises distribution.
crps_vonmises(y, mu, kappa, sum = FALSE)
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. |
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.
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]))