Calculating Ranked Probability Score (RPS) in fable

I need to report RPS for probabilistic model accuracy. I was wondering wether we can approximate RPS using the quantile_score() in fable? or is there any other way to calculate RPS in fable?

You can simply use fabletools::CRPS() which does it for you.

1 Like

This topic was automatically closed 7 days after the last reply. New replies are no longer allowed.

If you have a query related to it or one of the replies, start a new topic and refer back with a link.