Dawid-Sebastiani score — dss_sample • scoringutils

Wrapper around the dss_sample() function from the scoringRules package.

Usage

dss_sample(observed, predicted, ...)

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.

Value

Vector with scores.

Input format

Overview of required input format for sample-based forecasts

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]  0.8642468  0.4946967  1.1019401  1.4991881  1.5861693 15.8448553
#>  [7]  2.9985045  5.1285158  3.7527144  2.3461893  2.4050764  2.5469256
#> [13]  2.6793194  2.6363501  4.6505855  3.0048800  3.2424225  3.4583532
#> [19]  8.4819106  3.1878380  4.9319517  4.8247972  3.2960804  3.5101142
#> [25]  4.2467462  3.3790835  5.7542379  4.9187633  4.7918042  3.4923608