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scores: metrics for the verification, evaluation and optimisation of forecasts, predictions or models
https://scores.readthedocs.io/
Apache License 2.0
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Add quantile interval score #223

Open nicholasloveday opened 2 months ago

nicholasloveday commented 2 months ago

Based on corollary 5.2 in https://apps.dtic.mil/sti/pdfs/ADA459827.pdf

nicholasloveday commented 2 months ago

We have the standard interval score in Jive to migrate across, but we would also like to make a weighted version. We can test our output against https://github.com/adrian-lison/interval-scoring/blob/master/scoring.py#L101