Winkler score for probabilistic forecasts — winkler_score • misc

Winkler score for probabilistic forecasts

winkler_score(actual, lower, upper, level = 95, scale = FALSE)

Arguments

actual: numeric vector of actual values
lower: numeric vector of lower bounds
upper: numeric vector of upper bounds
level: numeric level of confidence
scale: logical, if TRUE, the score is scaled by the range of the bounds

Value

numeric score

Examples


actual <- c(1, 2, 3, 4, 5)
lower <- c(0, 1, 2, 3, 4)
upper <- c(2, 3, 4, 5, 6)
winkler_score(actual, lower, upper)
#> [1] 2
winkler_score(actual, lower, upper, scale = TRUE)
#> [1] 0
winkler_score(actual, lower, upper, level = 99)
#> [1] 2
winkler_score(actual, lower, upper, level = 99, scale = TRUE)
#> [1] 0