My code and slides for the 75th PyData London meet-up presentation on "Evaluating Distributional Forecasts"
Link to the PyData London meet-up: https://www.meetup.com/pydata-london-meetup/
Here is a medium article I wrote on the subject for the Haleon Trusted Data Science blog: https://medium.com/trusted-data-science-haleon/metrics-for-distributional-forecasts-60e156c60177