R: Calculate density and integrated density function of a...

GetDensity {SpecsVerification} | R Documentation

## Calculate density and integrated density function of a dressed ensemble forecast at a matrix of values

### Description

Calculate density and integrated density function of a dressed ensemble forecast at a matrix of values

### Usage

    GetDensity(dressed.ens, x, integrated = FALSE)

### Arguments

`dressed.ens` | A list returned by the function 'DressEnsemble'. See '?DressEnsemble' for details.
`x` | A matrix with either 1 row or nrow(dressed.ens[["ens"]]) rows and an arbitrary number of columns, holding the arguments at which the forecast distributions are to be evaluated. See Details.
`integrated` | logical, (default=FALSE): If 'integrated' is TRUE, the integrated density (i.e. the value of the cumulative distribution function) is returned, otherwise the value of the density is returned.

### Details

If you want to evaluate each forecast distribution function at the same x-values, a matrix with one row can be provided, e.g. 'x = matrix(c(-1, 0, 1), nrow=1)'

If the N individual forecast distributions are to be evaluated at different x-values, a matrix with N rows must be provided, where N is the number of time instances.

To calculate the PIT values for the dressed ensemble and observations 'obs', use 'GetDensity(dressed.ens, x = matrix(obs, ncol=1), integrated=TRUE)'

### Value

The function returns a matrix, whose rows correspond to the individual ensemble forecasts and whose columns correspond to the values provided by the argument 'x'.

### See Also

DressEnsemble, DressCrps, DressIgn, PlotDressedEns, FitAkdParameters

### Examples

     data(eurotempforecast)
     dressed.ens <- DressEnsemble(ens)
     # calculate each density at the same x-values
     x1 <- matrix(seq(-3, 3, 0.1), nrow=1)
     dens1 <- GetDensity(dressed.ens, x1)
     # get the densities that the forecast
     # distributions assign to the observations
     x2 <- matrix(obs, ncol=1)
     dens2 <- GetDensity(dressed.ens, x2)
     # get the integrated densities that the forecast
     # distributions assign to the observations (useful
     # for constructing a PIT histogram)
     pit <- GetDensity(dressed.ens, x2, integrated=TRUE)

[Package SpecsVerification version 0.5-3 Index]