rps {verification}R Documentation

Ranked Probability Score

Description

Calculates the ranked probability score (rps) and ranked probability skill score (rpss) for probabilisitic forecasts of ordered events.

Usage

 rps(obs, pred, baseline=NULL) 

Arguments

obs A vector of observed outcomes. These values correspond to columns of prediction probabilities.
pred A matrix of probabilities for each outcome occurring. Each column represents a category of prediction.
baseline If NULL (default) the probability based on the sample data of each event to occur. Alternatively, a vector the same length of the as the number categories can be entered.

Value

rps Ranked probability scores
rpss Ranked probability skill score. Uses baseline or sample climotology as a references score.
rps.clim Ranked probability score for baseline forecast.

Note

Perhaps the format of the data is best understood in the context of an example. Consider a probabilitity of precipitation forecast of "none", "light" or "heavy". This could be [0.5, 0.3, 0.2]. If heavy rain occurred, the observed value would be 3, indicating event summarized in the third column occured.

The RPS value is scaled to a [0,1 ] interval by dividing by (number of catagories -1 . There is a discrepancy in the way this is explained in Wilks (1996) and the WWRF web page.

Author(s)

Matt Pocernich <pocernic@rap.ucar.edu>

References

WWRP/WGNE Joint Working Group on Verification - Forecast Verification - Issues, Methods and FAQ http://www.bom.gov.au/bmrc/wefor/staff/eee/verif/verif_web_page.html#RPS

Wilks, D. S. (1995) Statistical Methods in the Atmospheric Sciences Chapter 7, San Diego: Academic Press.

See Also

crps

Examples


### data from  WWRP website.  See below.

#URL <- "http://www.bom.gov.au/bmrc/wefor/staff/eee/verif/POP3/POP_3cat_2003.txt"

#download.file(URL, "~/temp" )
#DAT <- read.table("~/temp", header = TRUE)

#pred <- DAT[, 5:7]
#obs  <- DAT[,4]

#obs2 <- rep(1, length(obs) )
#obs2[obs > 0.2] <- 2
#obs2[obs >4.4] <- 3
#obs <- obs2

#rps(obs, pred)


[Package verification version 1.12 Index]