Issue to track implementation of analytical CRPS formulas, as implemented in scoringRules.
[x] beta (betainc missing in torch)
[x] binomial (betainc missing in torch)
[x] exponential
[x] exponential point mass variant
[x] gamma
[x] gen. extreme value (expi missing in torch)
[x] gen. Pareto
[x] hypergeometric
[x] Laplace
[x] log-Laplace
[x] log-logistic
[x] log-normal
[x] logistic
[x] logistic truncated
[x] logistic censored
[x] logistic point mass variant
[x] mixture of normals (Ready for PR)
[x] negative binomial (hypergeometric missing in jax, tensorflow and torch)
[x] normal
[x] normal truncated
[x] normal censored
[x] normal point mass variant
[x] Poisson
[x] Student’s t (hypergeometric missing in jax, tensorflow and torch)
[x] Student’s t truncated (hypergeometric missing in jax, tensorflow and torch)
[x] Student's t censored (hypergeometric missing in jax, tensorflow and torch)
[x] Student's t point mass variant (hypergeometric missing in jax, tensorflow and torch)
[x] two-piece exponential
[x] two-piece normal
[x] uniform
Notes:
gamma, beta and bessel functions not supported in numba (affects beta, gamma, gev, poisson, t, generalised t, negative binomial, binomial, hypergeometric, and log-logistic distribution).
regularised incomplete beta function not supported in torch (affects beta, log-logistic, binomial, hypergeometric, negative binomial, and generalised t distribution)
hypergeometric function not supported in torch or tensorflow (affects t and negative binomial distribution)
exponential integral not supported in torch (affects gev distribution)
Issue to track implementation of analytical CRPS formulas, as implemented in scoringRules.
betainc
missing in torch)betainc
missing in torch)expi
missing in torch)hypergeometric
missing in jax, tensorflow and torch)hypergeometric
missing in jax, tensorflow and torch)hypergeometric
missing in jax, tensorflow and torch)hypergeometric
missing in jax, tensorflow and torch)hypergeometric
missing in jax, tensorflow and torch)Notes: