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LEPSTEST

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24 Sep 2007 (Updated )

Linear Error Probability Space Score Test

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Description

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

MATLAB release MATLAB 7.5 (R2007b)
Other requirements none
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Updates
23 May 2009

I received feedback from J Timilsina that he couldn't run the file. So I have improved the script to make much friendlier.

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