crpsDecompostion(verification)
crpsDecompostion()所属R语言包:verification
Decompostion of Continuous Ranked Probability Score
连续排名概率分解的分数
译者:生物统计家园网 机器人LoveR
描述----------Description----------
The CRPS measures the distance between the predicted and the observed cumulative density functions (CDFs) of scalar variables. Furthermore, the crpsDecomposition function provides the reliability and resolution terms obtained by the CRPS decomposition proposed by Hersbach. The alpha, beta matrices and Heavisides vectors of outliers calculated in the CRPS decomposition are also returned. To speed up calculation time, these matrices/vectors can then be used to recalculate the CRPS's in a bootstrap by using the crpsFromAlphaBeta function.
CRPS的测量的距离之间的预测的和所观察到的累积密度函数(CDF)的标量变量。此外中,crpsDecomposition功能提供了可靠性和分辨率方面通过以下方式获得所提出Hersbach CRPS的分解。的α,β的矩阵和Heavisides向量离群值在CRPS分解计算也被返回。为了加快计算的时间,然后将这些矩阵/向量可以用于重新计算的CRPS的在引导通过使用crpsFromAlphaBeta功能。
用法----------Usage----------
crpsDecomposition(obs, eps)
crpsFromAlphaBeta(alpha,beta,heaviside0,heavisideN)
参数----------Arguments----------
参数:obs
Vector of observations
观测向量
参数:eps
Matrix of ensemble forecast. Each column represent a member.
矩阵的集合预报。每一列代表的一员。
参数:alpha
Matrix of alpha (returned from crpsDecomposition)
矩阵的α(返回crpsDecomposition)
参数:beta
Vector of beta (returned from crpsDecomposition)
向量的β(返回crpsDecomposition)
参数:heaviside0
Vector of Heaviside for outlier i=0 (returned from crpsDecomposition)
矢量亥维赛的孤立点我= 0(返回crpsDecomposition)的
参数:heavisideN
Vector of Heaviside for outlier i=N (returned from crpsDecomposition)
矢量亥维赛的孤立点我= N(返回crpsDecomposition)
值----------Value----------
参数:CRPS
CRPS score
CRPS得分
参数:CRPSpot
The potential CRPS (Resolution - Uncertainty)
潜在的可赎回优先股(分辨率 - 不确定性)
参数:Reli
The Reliability term of the CRPS
可靠性术语的CRPS
参数:alpha
Matrix (Nobservation rows x Nmember +1 columns) of alpha used in the CRPS decomposition.
矩阵(Nobservation行x Nmember +1列)的α在CRPS分解。
参数:beta
Matrix (Nobservation rows x Nmember +1 columns) of beta used in the CRPS decomposition.
矩阵(Nobservation行x Nmember +1列)β用于在CRPS分解。
参数:heaviside0
Vector (Nobservation length) of Heaviside for outlier i=0 used in the CRPS decomposition
矢量亥维赛的孤立点(Nobservation长度)= 0用于CRPS分解的
参数:heavisideN
Vector (Nobservation length) of Heaviside for outlier i=N used in the CRPS decomposition
矢量亥维赛的孤立点我= N(Nobservation长)用于CRPS分解的
(作者)----------Author(s)----------
Ronald Frenette <Ronald.Frenette@ec.gc.ca>
参考文献----------References----------
实例----------Examples----------
data(precip.ensemble)
#Observations are in the column[观测在列]
obs<-precip.ensemble[,3]
#Forecast values of ensemble are in the column 4 to 54[合奏的预测值是在4至54列]
eps<-precip.ensemble[,4:54]
#CRPS calculation [CRPS计算]
c<-crpsDecomposition(obs,eps)
#CRPS with alpha and beta[CRPS与α和β]
#Resampling indices[重新取样指数]
nObs<-length(obs)
i<-sample(seq(nObs),nObs,replace=TRUE)
crps2<-crpsFromAlphaBeta(c$alpha[i,],c$beta[i,],c$heaviside0[i],c$heavisideN[i])
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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