scoringRules (version 0.9.3)

scores_gpd: Calculating scores for the generalized Pareto distribution

Description

Calculating scores for the generalized Pareto distribution

Usage

crps_gpd(y, shape, location = 0, scale = 1, mass = 0)
logs_gpd(y, shape, location = 0, scale = 1)

Arguments

y

vector of observations.

shape

vector of positive shape parameters.

location

vector of location parameters.

scale

vector of positive scale parameters.

mass

vector of point masses in location.

Value

A vector of score values.