DressIgn: Calculate the Logarithmic (Ignorance) Score for a mixture of Normal distributions, for example generated by ensemble dressing
Description
Calculate the Logarithmic (Ignorance) Score for a mixture of Normal distributions, for example generated by ensemble dressing
Usage
DressIgn(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 Ignorance score values
References
Roulston and Smith (2002) Evaluating Probabilistic Forecasts Using Information Theory, 10.1175/1520-0493(2002)130<1653:EPFUIT>2.0.CO;2