DressCrps: Calculate the Continuous Ranked Probability Score (CRPS) for a mixture of Normal distributions, for example generated by ensemble dressing
Description
Calculate the Continuous Ranked Probability Score (CRPS) for a mixture of Normal distributions, for example generated by ensemble dressing
Usage
DressCrps(dressed.ens, obs)
Arguments
dressed.ens
a list with elements `ens`, a N*R matrix representing N time instances of kernel centers, and `ker.wd`, a N*R matrix with corresponding kernel standard deviations. See function `DressEnsemble`
obs
a numeric vector of length N with real-valued observations
Value
numeric vector of length N with the CRPS values
References
Grimit et al (2006): The continuous ranked probability score for circular variables and its application to mesoscale forecast ensemble verification. Q.J.R. Meteorol. Soc. 10.1256/qj.05.235