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Add crps formulae for parametric distributions #15

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79d4886
add floor, minimum and maximum methods to backends
sallen12 Feb 12, 2024
69146c2
add beta and bessel functions to backends
sallen12 Feb 12, 2024
30cce31
add exponential, gamma and possoin distribution functions
sallen12 Feb 12, 2024
1c22d8f
add preliminary implementations for the exponential, gamma, log-logis…
sallen12 Feb 12, 2024
a9663e2
add gamma and factorial functions to backends
sallen12 Feb 12, 2024
d3249f5
add incomplete gamma functions to backends
sallen12 Feb 12, 2024
a2ca865
add crps for the beta distribution
sallen12 Feb 14, 2024
2a9bdde
add crps for the laplace distribution
sallen12 Feb 14, 2024
d8cb130
add crps for the t distribution
sallen12 Feb 14, 2024
42cad91
add crps for the two-piece exponential distribution
sallen12 Feb 15, 2024
e85a471
add crps for the two-piece normal distribution
sallen12 Feb 15, 2024
08fdefe
add crps for the log-laplace distribution
sallen12 Feb 15, 2024
84e2994
add crps for the gev distribution
sallen12 Feb 15, 2024
f6c8850
add crps for the exponentialM distribution
sallen12 Feb 15, 2024
6162b11
add crps for the gpd distribution
sallen12 Feb 15, 2024
1d36112
add crps for the generalised truncated and censored distributions
sallen12 Feb 15, 2024
c101420
add crps for the binomial distribution
sallen12 Feb 16, 2024
0f5df2b
add crps for the hypergeometric distribution
sallen12 Feb 16, 2024
5dd1258
add crps for the negative binomial distribution
sallen12 Feb 16, 2024
76e38e8
add hypergeometric function to backends
sallen12 Feb 27, 2024
298995d
add comb function to backends
sallen12 Feb 27, 2024
35808be
add exponential integral function to backends
sallen12 Feb 27, 2024
dbcb084
add pdf's and cdf's for binomial, hypergeometric, and negative binomi…
sallen12 Feb 27, 2024
ec8a13a
add backend functions to check if an array is positive, negative, or …
sallen12 Feb 27, 2024
7256cf9
raise error for unavailable distributions
sallen12 Feb 29, 2024
798cfe5
fix bugs in parametric crps formulae
sallen12 Mar 1, 2024
29b3880
move weighted crps to separate file
sallen12 Aug 30, 2024
7cacf83
merge main with new crps formulae
sallen12 Aug 30, 2024
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44 changes: 39 additions & 5 deletions scoringrules/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,12 +8,30 @@
crps_exponential,
crps_exponentialM,
crps_gamma,
crps_gev,
crps_gpd,
crps_gtclogistic,
crps_tlogistic,
crps_clogistic,
crps_gtcnormal,
crps_tnormal,
crps_cnormal,
crps_gtct,
crps_tt,
crps_ct,
crps_hypergeometric,
crps_laplace,
crps_logistic,
crps_lognormal,
crps_negativebinomial,
crps_normal,
crps_quantile,
owcrps_ensemble,
crps_poisson,
crps_uniform,
crps_t,
)
from scoringrules._wcrps import (
twcrps_ensemble,
owcrps_ensemble,
vrcrps_ensemble,
)
from scoringrules._energy import (
Expand Down Expand Up @@ -42,13 +60,29 @@
"crps_ensemble",
"crps_beta",
"crps_binomial",
"crps_normal",
"crps_exponential",
"crps_exponentialM",
"crps_gamma",
"crps_lognormal",
"crps_gev",
"crps_gpd",
"crps_gtclogistic",
"crps_tlogistic",
"crps_clogistic",
"crps_gtcnormal",
"crps_tnormal",
"crps_cnormal",
"crps_gtct",
"crps_tt",
"crps_ct",
"crps_hypergeometric",
"crps_laplace",
"crps_logistic",
"crps_quantile",
"crps_lognormal",
"crps_negativebinomial",
"crps_normal",
"crps_poisson",
"crps_uniform",
"crps_t",
"owcrps_ensemble",
"twcrps_ensemble",
"vrcrps_ensemble",
Expand Down
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