Summary
The scoring module is being developed as a standalone package at jcm-sci/ScoringRules.jl since proper scoring rules have broad utility beyond model criticism.
TradeStudy.jl should depend on ScoringRules.jl and wire it into the AbstractScorer dispatch system from the Protocols module (#25).
Proposed Design
struct ProperScoringRuleScorer <: AbstractScorer
metric::Symbol # :crps, :energy, :wis, :brier, etc.
end
function score(s::ProperScoringRuleScorer, obs, pred)
ScoringRules.score(s.metric, obs, pred)
end
Depends On
Acceptance Criteria
Summary
The scoring module is being developed as a standalone package at jcm-sci/ScoringRules.jl since proper scoring rules have broad utility beyond model criticism.
TradeStudy.jl should depend on ScoringRules.jl and wire it into the
AbstractScorerdispatch system from the Protocols module (#25).Proposed Design
Depends On
Acceptance Criteria
ScoringRulesadded to[deps]in Project.tomlProperScoringRuleScorerexported and documented