Calculate the (Brier) score associated with ternary forecasts and observations
Calculate the (Brier) score associated with ternary forecasts and observations
A utility function.
tscore(p, o, L = diag(c(1,1,1))/sqrt(2))
Arguments
p: An n-by-3 matrix of ternary forecasts.
o: An n-by-3 matrix of ternary observations.
L: A 3-by-3 matrix defining the quadratic score being used. (Default corresponds to Brier score.)
References
Jupp TE, Lowe R, Stephenson DB, Coelho CAS (2012) On the visualization, verification and recalibration of ternary probabilistic forecasts, Philosophical Transactions of the Royal Society, volume 370, pages 1100-1120.