crps(n : number, r : ranvar) 🡒 number, pure function
Idem.
crps(r1 : ranvar, r2 : ranvar) 🡒 number, pure function
Returns the extended CRPS between two ranvars. We extend the definition of the CRPS to apply between two ranvar. Let $X_1$ and $X_2$ be two random variables. Let $F_1$ and $F_2$ be the cumulative distribution functions (CDF) of $X_1$ and $X_2$ respectively. We define the CRPS between $X_1$ and $X_2$ as: