Add example to visualize the NLL, CRPS, and SCRPS#16
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famura
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area: examples
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The new script computes the NLL, CRPS, and SCRPS for a skewed distribution (I chose the Gamma distribution as it has a finite mean and median) to get a better understanding of the scores.
For the same reason, this script also includes an example with bigger magnitudes. This displays the benefit of the SCRPS over the CRPS
Minor adjustments to the time series learning script