extremeIndex (version 0.0.3)

indexclim: Function which computes the index for the climatological CRPS/MAE. You must provide the observations. If you computes climatological CRPS/MAE previously, you can add the corresponding vector

Description

Function which computes the index for the climatological CRPS/MAE. You must provide the observations. If you computes climatological CRPS/MAE previously, you can add the corresponding vector

Usage

indexclim(
  y,
  thresh = NULL,
  score_clim = NULL,
  xi = NULL,
  score = "crps",
  estim_xi = FALSE
)

Arguments

y

The observations

thresh

Vector of thresholds where you want to compute the index

score_clim

If not NULL, must be the time serie of the CRPS/MAE of the climatology. It is recommended to compute CRPS/MAE out of this function

xi

Shape parameter of the GP ( xi > 0)

score

A character string indicating if you want to work with CRPS ("crps") or MAE ("mae"), by default "crps"

estim_xi

If you want xi estimated for each threshold (for numerical reasons for instance)

Value

An indexclim object containing xi, y, the score time serie, the score considered, the index values, and the corresponding quantiles of the observations