evaluate_crps

QRNN.evaluate_crps(x_test, y_test)[source]

Predict quantiles and compute the Continuous Ranked Probability Score (CRPS).

This function evaluates the network predictions on the test data x_test and y_test and and evaluates the CRPS.

Parameters:

  • x_test (numpy.array) – Array of shape (n, m) input test data.

  • y_test (numpy.array) – Array of length n containing the output test data.

Returns:

n-element array containing the CRPS values for each of the inputs in x.