SpecsVerification (version 0.4-1)

GaussCrps: Continuously ranked probability score (CRPS) for probabilistic forecasts issued as Gaussian distributions.

Description

Calculate the continuously ranked probability score (CRPS) for Gaussian forecasts and their corresponding observations.

Usage

GaussCrps(mean, sd, obs)

Arguments

mean

vector of length N. The forecast means.

sd

vector of length N. The forecast standard deviations.

obs

vector of length N. The corresponding verifying observations.

Value

The function returns a vector of length N with the individual score values of the N forecasts.

References

Gneiting et al (2005). Calibrated Probabilistic Forecasting Using Ensemble Model Output Statistics and Minimum CRPS Estimation. Mon. Wea. Rev. DOI: 10.1175/MWR2904.1

Examples

  # Example:
  m <- rnorm(100)
  s <- runif(100) + 1
  o <- rnorm(100, m, s)
  mean(GaussCrps(m, s, o))