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Wrapper around the dss_sample function from the scoringRules package.
dss_sample
scoringRules
dss(true_values, predictions)
A vector with the true observed values of size n
nxN matrix of predictive samples, n (number of rows) being the number of data points and N (number of columns) the number of Monte Carlo samples
vector with scoring values
Alexander Jordan, Fabian Kr<U+00FC>ger, Sebastian Lerch, Evaluating Probabilistic Forecasts withscoringRules, https://arxiv.org/pdf/1709.04743.pdf
# NOT RUN { true_values <- rpois(30, lambda = 1:30) predictions <- replicate(200, rpois(n = 30, lambda = 1:30)) dss(true_values, predictions) # }
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