scoringrules.logs_gamma

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scoringrules.logs_gamma#

scoringrules.logs_gamma(obs: ArrayLike, shape: ArrayLike, rate: ArrayLike | None = None, *, scale: ArrayLike | None = None, backend: Backend = None) → ArrayLike#

Compute the logarithmic score (LS) for the gamma distribution.

This score is equivalent to the negative log likelihood of the gamma distribution

Parameters:
obsarray_like

The observed values.

shapearray_like

Shape parameter of the forecast gamma distribution.

ratearray_like

Rate parameter of the forecast gamma distribution.

scalearray_like

Scale parameter of the forecast gamma distribution, where scale = 1 / rate.

Returns:
scorearray_like

The LS between obs and Gamma(shape, rate).

Raises:
ValueError

If both rate and scale are provided, or if neither is provided.

Examples

>>> import scoringrules as sr
>>> sr.logs_gamma(0.2, 1.1, 0.1)
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