CRPS {bamlss} | R Documentation |
The function computes the continuous rank probability score (CRPS). Note that the function uses numerical integration, for highly efficient computation please see the scoringRules package.
CRPS(object, newdata = NULL, interval = c(-Inf, Inf), FUN = mean, ...)
object |
An object returned from |
newdata |
Optional new data that should be used for calculation. |
interval |
The interval that should be used for numerical integration |
FUN |
Function to be applied on the CRPS scores. |
... |
Arguments passed to function |
Gneiting T, Raftery AE (2007). Strictly Proper Scoring Rules, Prediction, and Estimation." Journal of the American Statistical Association, 102(477), 359–378. doi: 10.1198/016214506000001437cd ..
Gneiting T, Balabdaoui F, Raftery AE (2007). Probabilistic Forecasts, Calibration and Sharpness. Journal of the Royal Statistical Society B, 69(2), 243–268. doi: 10.1111/j.1467-9868.2007.00587.x
## Not run: ## Simulate data. d <- GAMart() ## Model only including covariate x1. b1 <- bamlss(num ~ s(x1), data = d) ## Now, also including x2 and x2. b2 <- bamlss(num ~ s(x1) + s(x2) + s(x3), data = d) ## Compare using the CRPS score. CRPS(b1) CRPS(b2) ## End(Not run)