Open aaron-kaplan opened 1 year ago
I'm new to this forum, so am quite possibly missing something. I just see 2 entries - the implementation request, and a comment about fake dates. CPT purposely makes it hard to score in-sample hindcasts because of the artificially high skill estimates you get. However, if you have a sample size of n, you could easily get CPT to produce n probabilistic forecasts for those n years by training the model, and then using the forecast option (451) by setting the forecast file (option 3) to be the same as the X file (option 1), and then setting the start-at date (option 223) to the X start at date, and the number of forecasts (option 9) to n. To get scores, you would need to save output, and read it back in using PFV.
and stop faking dates to work around CPT's refusal to score in-sample hindcasts.