ScoringRules.jl

Proper scoring rules for probabilistic forecast evaluation in Julia.

Provides CRPS, energy score, weighted interval score, Brier score, and other metrics for evaluating probabilistic predictions. Inspired by the Python scoringrules library and the R scoringRules package.

Installation

using Pkg
Pkg.add("ScoringRules")

Development

julia --project=. -e 'using Pkg; Pkg.instantiate()'
just test

License

MIT