Mean squared difference of cumulative forecast and observed indicators over
K ordered categories, divided by K - 1.
Usage
RankedProbabilityScore(probs, outcomes)
Arguments
- probs
Matrix of forecast probabilities (rows) over ordered categories.
- outcomes
Observed categories (1-based).
References
Epstein, E. S. (1969). A scoring system for probability forecasts
of ranked categories. Journal of Applied Meteorology 8, 985-987.
Examples
RankedProbabilityScore(rbind(c(0.2, 0.5, 0.3)), 2)$rps
#> [1] 0.065
