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FK83 / scoringRules

scoring rules to evaluate probabilistic forecasts
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Support for ordinal or cumulative distributions #55

Closed hrlai closed 10 months ago

hrlai commented 1 year ago

Dear devs, thanks for the great package. I was wondering if there is plan to support the family of ordinal / cumulative distributions in crps?

FK83 commented 10 months ago

Thanks, good idea! The new function rps_probs implements the Ranked Probability Score, which is the ordinal version of the CRPS.