- climpred.metrics._crps(forecast: xarray.Dataset, verif: xarray.Dataset, dim: Optional[Union[str, List[str]]] = None, **metric_kwargs: Any) xarray.Dataset ¶
Continuous Ranked Probability Score (CRPS).
The CRPS can also be considered as the probabilistic Mean Absolute Error (
mae). It compares the empirical distribution of an ensemble forecast to a scalar observation. Smaller scores indicate better skill.
where is the cumulative distribution function (CDF) of the forecast (since the verification data are not assigned a probability), and H() is the Heaviside step function where the value is 1 if the argument is positive (i.e., the forecast overestimates verification data) or zero (i.e., the forecast equals verification data) and is 0 otherwise (i.e., the forecast is less than verification data).
The CRPS is expressed in the same unit as the observed variable. It generalizes the Mean Absolute Error (MAE), and reduces to the MAE if the forecast is determinstic.
forecast – Forecast with
verif – Verification data without
dim – Dimension to apply metric over. Expects at least
member. Other dimensions are passed to
metric_kwargs – optional, see
Matheson and Winkler 
>>> HindcastEnsemble.verify( ... metric="crps", comparison="m2o", dim="member", alignment="same_inits" ... ) <xarray.Dataset> Dimensions: (lead: 10, init: 52) Coordinates: * init (init) object 1954-01-01 00:00:00 ... 2005-01-01 00:00:00 * lead (lead) int32 1 2 3 4 5 6 7 8 9 10 valid_time (lead, init) object 1955-01-01 00:00:00 ... 2015-01-01 00:00:00 skill <U11 'initialized' Data variables: SST (lead, init) float64 0.1722 0.1202 0.01764 ... 0.05428 0.1638 Attributes: prediction_skill_software: climpred https://climpred.readthedocs.io/ skill_calculated_by_function: HindcastEnsemble.verify() number_of_members: 10 alignment: same_inits metric: crps comparison: m2o dim: member reference: