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FK83 / scoringRules

scoring rules to evaluate probabilistic forecasts
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Scoring rules for quantile and interval forecasts #41

Closed dmi3kno closed 10 months ago

dmi3kno commented 5 years ago

Hi, Thanks for the package! I wonder if Quantile and Interval Forecasts scoring rules (see section 6 here) might be appropriate addition to the package?

FK83 commented 10 months ago

Thanks - good point! We just added the functions qs_quantiles and qs_sample for the quantile score, as well as ints_quantiles and ints_sample for the interval score.