crps_sample

Wrapper around the <code>crps_sample()</code>
function from the
scoringRules package. Can be used for continuous as well as integer
valued forecasts

metric

Provides a collection of metrics and proper scoring rules
(Tilmann Gneiting & Adrian E Raftery (2007)
<doi:10.1198/016214506000001437>, Jordan, A., Krüger, F., & Lerch, S. (2019)
<doi:10.18637/jss.v090.i12>) within a consistent framework for
evaluation, comparison and visualisation of forecasts.
In addition to proper scoring rules, functions are provided to assess
bias, sharpness and calibration
(Sebastian Funk, Anton Camacho, Adam J. Kucharski, Rachel Lowe, Rosalind
M. Eggo, W. John Edmunds (2019) <doi:10.1371/journal.pcbi.1006785>) of
forecasts.
Several types of predictions (e.g. binary, discrete, continuous) which may
come in different formats (e.g. forecasts represented by predictive samples
or by quantiles of the predictive distribution) can be evaluated.
Scoring metrics can be used either through a convenient data.frame format,
or can be applied as individual functions in a vector / matrix format.
All functionality has been implemented with a focus on performance and is
robustly tested. Find more information about the package in the
accompanying paper (<doi:10.48550/arXiv.2205.07090>).

Nikos Bosse

scoringutils

Utilities for Scoring and Assessing Predictions

Sam Abbott 

Hugo Gruson

Johannes Bracher 

Sebastian Funk

crps_sample function

<dl><dt>true_values</dt>
<dd>A vector with the true observed values of size n</dd>
<dt>predictions</dt>
<dd>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. Alternatively, predictions can just be a vector of size n.</dd></dl>

Arguments

Ranked Probability Score — crps_sample

<dl>

<dt>true_values</dt>
<dd>A vector with the true observed values of size n</dd>


<dt>predictions</dt>
<dd>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. Alternatively, predictions can just be a vector of size n.</dd>

</dl>

crps_sample: Ranked Probability Score

Description

Usage

Value

Arguments

References

Examples