verification (version 1.37)

quantileScore: Quantile Score

Description

Calculates verification statistics for quantile forecasts.

Usage

quantileScore(obs, pred, p, breaks, ...)

Arguments

obs

Vector of observations

pred

Vector of quantile forecasts

p

Probability level of quantile forecasts [0,1].

breaks

Values used to bin the forecasts

...

Optional arguments

Value

• qs.orig
  Quantile score for original data
• qs
  Quantile score for binned data
• qs.baseline
  Quantile score for climatology
• ss
  Quantile skill score
• qs.reliability
  Reliability part of the quantile score
• qs.resolution
  Resolution part of the quantile score
• qs.uncert
  Uncertainty part of the quantile score
• y.i
  Discretized forecast values -- defined as the mean value of forecasts in each bin
• obar.i
  Conditional observed quantiles
• prob.y
  Number of forecast-observation pairs in each bin
• obar
  Climatology -- unconditional sample quantile of observations
• breaks
  Values used to bin the forecasts
• check
  Difference between original quantile score and quantile score decomposition

Details

This function calculates the quantile score and its decomposition into reliability, resolution, and uncertainty. Note that a careful binning (discretization of forecast values) is necessary to obtain good estimates of reliability and resolution (see Bentzien and Friederichs (2013) for more details).

References

Bentzien, S. and Friederichs, P. (2013) Decomposition and graphical portrayal of the quantile score. Submitted to QJRMS.

See Also

check.func, qrel.plot

Examples

data(precip.ensemble)

#Observations are in column 3
obs <- precip.ensemble[,3]

#Forecast values of ensemble are in columns 4 to 54
eps <- precip.ensemble[,4:54]

#Quantile forecasts from ensemble
p <- 0.9
qf <- apply(eps,1,quantile,prob=p,type=8)

#generate equally populated binnng intervals
breaks <- quantile(qf,seq(0,1,length.out=11))

qs <- quantileScore(obs,qf,p,breaks)
qrel.plot(qs)