CRPS scorer for R

Here is the CRPS scorer for R: pred is a matrix Nx600 that contains predicted cdf(s) actual is a vector of true values CRPS<-function(pred, actual){ h=v) crps_ = mean(apply(cbind(actual, pred),1, function(x) mean((x[-1]-h(x[1],x[-1]))^2) )) return (crps_) }

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