The CRPS measures the closeness of forecast distribution (fcst) and corresponding observation (obs). This score is widely used in forecast verification.
[mean_CRPS] = crps(fcst,obs);
[mean_CRPS] = crps(fcst,obs,plot_pos);
[mean_CRPS,crps_values,num] = crps(fcst,obs);
obs: Vector of observations
fcst: Matrix of Ensemble forecast of size N x M. NB: N must equal length(obs), M equals the number of ensemble members
plot_pos: plotting positions that determine cumulative distribution function
mean_CRPS: Mean of non missing CRPS values
crps_values: A vector (length n) of CRPS values
num: number of non missing CRPS values used to compute mean_CRPS
fcst = rand(1000,1000);
obs = rand(1000,1);
[meanCRPS] = crps(fcst,obs);
Durga Lal Shrestha (2020). Continuous rank probability score (https://www.mathworks.com/matlabcentral/fileexchange/47807-continuous-rank-probability-score), MATLAB Central File Exchange. Retrieved .