SpecsVerification (version 0.5-3)

# GetDensity: Calculate density and integrated density function of a dressed ensemble forecast at a matrix of values

## Description

Calculate density and integrated density function of a dressed ensemble forecast at a matrix of values

## Usage

`GetDensity(dressed.ens, x, integrated = FALSE)`

## Arguments

dressed.ens

A list returned by the function `DressEnsemble`. See `?DressEnsemble` for details.

x

A matrix with either 1 row or nrow(dressed.ens[["ens"]]) rows and an arbitrary number of columns, holding the arguments at which the forecast distributions are to be evaluated. See Details.

integrated

logical, (default=FALSE): If `integrated` is TRUE, the integrated density (i.e. the value of the cumulative distribution function) is returned, otherwise the value of the density is returned.

## Value

The function returns a matrix, whose rows correspond to the individual ensemble forecasts and whose columns correspond to the values provided by the argument `x`.

## Details

If you want to evaluate each forecast distribution function at the same x-values, a matrix with one row can be provided, e.g. `x = matrix(c(-1, 0, 1), nrow=1)`

If the N individual forecast distributions are to be evaluated at different x-values, a matrix with N rows must be provided, where N is the number of time instances.

To calculate the PIT values for the dressed ensemble and observations `obs`, use `GetDensity(dressed.ens, x = matrix(obs, ncol=1), integrated=TRUE)`

DressEnsemble, DressCrps, DressIgn, PlotDressedEns, FitAkdParameters

## Examples

```# NOT RUN {
data(eurotempforecast)
dressed.ens <- DressEnsemble(ens)
# calculate each density at the same x-values
x1 <- matrix(seq(-3, 3, 0.1), nrow=1)
dens1 <- GetDensity(dressed.ens, x1)
# get the densities that the forecast
# distributions assign to the observations
x2 <- matrix(obs, ncol=1)
dens2 <- GetDensity(dressed.ens, x2)
# get the integrated densities that the forecast
# distributions assign to the observations (useful
# for constructing a PIT histogram)
pit <- GetDensity(dressed.ens, x2, integrated=TRUE)
# }
```