Wrapper around the dss_sample()
function from the
scoringRules package.
Arguments
- observed
A vector with observed values of size n
- predicted
nxN matrix of predictive samples, n (number of rows) being the number of data points and N (number of columns) the number of Monte Carlo samples. Alternatively,
predicted
can just be a vector of size n.- ...
Additional arguments passed to dss_sample() from the scoringRules package.
References
Alexander Jordan, Fabian Krüger, Sebastian Lerch, Evaluating Probabilistic Forecasts with scoringRules, https://www.jstatsoft.org/article/view/v090i12
Examples
observed <- rpois(30, lambda = 1:30)
predicted <- replicate(200, rpois(n = 30, lambda = 1:30))
dss_sample(observed, predicted)
#> [1] -0.06179111 2.81530809 2.46742176 1.79360855 1.61740613 2.39081466
#> [7] 1.92865409 15.58374079 3.88246189 4.97070116 2.24551342 2.71528477
#> [13] 2.79485162 2.62249405 2.80770087 4.30015607 3.23096351 3.16329747
#> [19] 3.23001192 7.67628290 2.92052357 5.37555852 4.78857945 3.12865561
#> [25] 3.61999703 4.32028466 3.38593521 6.87116360 4.71995903 4.99107110