LEPSTEST

Linear Error Probability Space Score Test

LEPSTEST
[lepss] = lepstest(cumclimate,xo,xf,refprob)

This code computes LEPS score
LEPS: Linear Error Probability Space (Ward and Folland, 1991)

lepss - Linear Error Probability Space Score

xo - measured values: column vector or scalar
xf - forecasted values: column vector or scalar

cumclimate - long-term cumulative climatic data values
refprob - Reference probability, usually median = 0.5

Example :

refprob = 0.5 ; rand('seed',931316785);

cumclimate = weibrnd(0.0269,1.99,10000,1);

xo = rand(5000,1) .* (max(cumclimate)-min(cumclimate))...
+ min(cumclimate);

xf = rand(length(xo),1) .* (1.5-0.5) + .5;
[lepss] = lepstest(xo,xf,cumclimate,refprob)

lepss =

-0.8385

See also INTERP1 WEIBRND

Copy Right Ram C. Acharya & Hong Liu.
Toronto, Canada. Sept 21, 2007