dss_sample function

Dawid-Sebastiani score

Wrapper around the dss_sample()

function from the scoringRules package.

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.

Returns

Vector with scores.

Input format

Examples

observed <- rpois(30, lambda = 1:30)
predicted <- replicate(200, rpois(n = 30, lambda = 1:30))
dss_sample(observed, predicted)

References

Alexander Jordan, Fabian Krüger, Sebastian Lerch, Evaluating Probabilistic Forecasts with scoringRules, https://www.jstatsoft.org/article/view/v090i12