crps | R Documentation |

Calculates continuous ranked probability score (lower CRPS indicate better fits, better uncertainty quantification).

crps(y, mu, s2)

`y` |
response vector |

`mu` |
predicted mean |

`s2` |
predicted point-wise variances |

Gneiting, T, and AE Raftery. 2007. Strictly Proper Scoring Rules, Prediction,
and Estimation. *Journal of the American Statistical Association 102*
(477), 359-378.

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