getCRPS: Based on a set of predictions computes the Continuous Ranked Probability Score
Description
Retrieves the Continuous Ranked Probability Score (CRPS) [1].
Usage
getCRPS(z.pred, mean.pred, sd.pred)
Value
(numeric vector) retrieves CRPS.
Arguments
z.pred
(numeric vector).
mean.pred
(numeric vector).
sd.pred
(numeric vector).
Author
Federico Blasi
References
[1] Gneiting, Tilmann, and Adrian E. Raftery. "Strictly proper scoring rules, prediction, and estimation." Journal of the American statistical Association 102.477 (2007): 359-378.