Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation

Code of the simulations and case study of "Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation" by R. Pic, C. Dombry, P. Naveau, and M. Taillardat available on arXiv and HAL.

Resources

• RandomFields
• scoringRules
• MultivCalibration
• EUPPBench

Citation

@misc{Pic2024Aggregation,
      title={Proper Scoring Rules for Multivariate Probabilistic Forecasts based on Aggregation and Transformation}, 
      author={Romain Pic and Clément Dombry and Philippe Naveau and Maxime Taillardat},
      year={2024},
      eprint={2407.00650},
      archivePrefix={arXiv},
      url={https://arxiv.org/abs/2407.00650}
}