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- Bugfix at Measures.crps

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This commit is contained in:
Petrônio Cândido 2017-09-27 15:33:32 -03:00
parent cda8ba80d4
commit b783f7bb15
1 changed files with 2 additions and 2 deletions
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pyFTS/benchmarks/Measures.py
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@ -231,13 +231,13 @@ def crps(targets, densities):
l = len(densities.bins)
n = 1
Fa = heavyside_cdf(densities.bins, targets)
_crps = sum([(densities.cdf(val) - Fa[val][0]) ** 2 for val in densities.bins])
_crps = sum([(densities.cummulative(val) - Fa[val][0]) ** 2 for val in densities.bins])
elif isinstance(densities, list):
l = len(densities[0].bins)
n = len(densities)
Fa = heavyside_cdf(densities[0].bins, targets)
for df in densities:
_crps += sum([(df.cdf(val) - Fa[val][0]) ** 2 for val in df.bins])
_crps += sum([(df.cummulative(val) - Fa[val][0]) ** 2 for val in df.bins])
return _crps / float(l * n)