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Merge pull request #280 from stan-dev/update_scrps_ref
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update scrps ref and improve doc
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jgabry authored Nov 25, 2024
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12 changes: 6 additions & 6 deletions R/crps.R
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#'
#' The `crps()` and `scrps()` functions and their `loo_*()` counterparts can be
#' used to compute the continuously ranked probability score (CRPS) and scaled
#' CRPS (SCRPS) (see Bolin and Wallin, 2022). CRPS is a proper scoring rule, and
#' CRPS (SCRPS) (as defined by Bolin and Wallin, 2023). CRPS is a proper scoring rule, and
#' strictly proper when the first moment of the predictive distribution is
#' finite. Both can be expressed in terms of samples form the predictive
#' distribution. See e.g. Gneiting and Raftery (2007) for a comprehensive
#' discussion on CRPS.
#' distribution. See, for example, a paper by Gneiting and Raftery (2007)
#' for a comprehensive discussion on CRPS.
#'
#' To compute (S)CRPS, the user needs to provide two sets of draws, `x` and
#' `x2`, from the predictive distribution. This is due to the fact that formulas
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#'
#' @return A list containing two elements: `estimates` and `pointwise`.
#' The former reports estimator and standard error and latter the pointwise
#' values.
#' values. Following Bolin & Wallin (2023), a larger value is better.
#'
#' @examples
#' \dontrun{
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#' }
#'
#' @references
#' Bolin, D., & Wallin, J. (2022). Local scale invariance and robustness of
#' proper scoring rules. arXiv. \doi{10.48550/arXiv.1912.05642}
#' Bolin, D., & Wallin, J. (2023). Local scale invariance and robustness of
#' proper scoring rules. Statistical Science, 38(1):140-159.
#'
#' Gneiting, T., & Raftery, A. E. (2007). Strictly Proper Scoring Rules,
#' Prediction, and Estimation. Journal of the American Statistical Association,
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