scores

Scoring rules for point estimation.

Classes

MeanScore(**kwargs)	\(S(\hat \theta, \theta) = | \hat \theta - \theta |^2\)
MedianScore(**kwargs)	\(S(\hat \theta, \theta) = | \hat \theta - \theta |\)
MultivariateNormalScore([dim, links])	\(S(\hat p_{\mu, \Sigma}, \theta; k) = \log( \mathcal N (\theta; \mu, \Sigma))\)
NormedDifferenceScore(k, **kwargs)	\(S(\hat \theta, \theta; k) = | \hat \theta - \theta |^k\)
ParametricDistributionScore(**kwargs)	\(S(\hat p_\phi, \theta; k) = \log(\hat p_\phi(\theta))\)
QuantileScore([q, links])	\(S(\hat \theta_i, \theta; \tau_i) = (\hat \theta_i - \theta)(\mathbf{1}_{\hat \theta - \theta > 0} - \tau_i)\)
ScoringRule([subnets, subnets_kwargs, links])	Base class for scoring rules.