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

Code of the simulations 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

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}
}