metrics#

Evaluation Metrics.

Functions

crps(y_true, y_pred[, sample_weight])

Compute the (possibly weighted) average of the continuous ranked probability score.

nmae(y_true, y_pred)

Calculate the Normalized Mean Absolute Error (NMAE).

nrmse(y_true, y_pred)

Calculate the Normalized Root Mean Square Error (NRMSE).

per_observation_crps(y_true, y_pred)

Compute the continuous ranked probability score (CRPS) for each observation.