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@tennlee tennlee released this 26 Jul 02:43
· 36 commits to main since this release
2.2.0
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Release Notes (What's New)

Version 2.2.0 (July 26, 2025)

For a list of all changes in this release, see the full changelog. Below are the changes we think users may wish to be aware of.

Features

  • Added a new metric:
    • Spearman’s correlation coefficient: scores.continuous.correlation.spearmanr. See PR #773.
  • Added a new function for generating data for diagrams:
    • Quantile-Quantile (QQ) plots: scores.plotdata.qq. See PR #852.
  • Added new features to the FIxed Risk Multicategorical (FIRM) score (scores.categorical.firm):
    • Added support for xr.Datasets in addition to the existing support for xr.DataArrays. See PR #853.
    • Added the optional argument include_components. If include_components is set to True the function will return the overforecast and underforecast penalties along with the FIRM score.
      See See PR #853 and PR #864.
  • Added a new scores.plotdata section to the API for functions that generate data for verification plots. See PR #852.

Bug Fixes

  • Fixed an issue where scores.plotdata.roc didn't add the point (0, 0) in some instances. See PR #863.
  • Fixed an issue in scores.continuous.quantile_interval_score where broadcasting wasn't being done correctly in some cases. See PR #867.

Documentation

  • Added two new tutorials:
    • "Spearman’s Correlation Coefficient". See PR #773.
    • "Quantile-Quantile (Q-Q) Plots for Comparing Forecasts and Observations". See PR #852.
  • Substantially updated "The FIxed Risk Multicategorical (FIRM) Score" tutorial. See PR #853.
  • Fixed an error in the formula in the docstring for the quantile interval score (scores.continuous.quantile_interval_score). (Note: this error was only present in the docstring - the code implemenation of the function was correct and the tutorial listed the correct formula.) See PR #851.
  • Updated several "full changelog" URLs in the release notes. See PR #859.

Internal Changes

  • Improved the efficiency of the FIxed Risk Multicategorical (FIRM) score (scores.categorical.firm) by moving the call to gather dimensions to earlier within the method. See PR #853.
  • Added a new scores.plotdata section to the API for functions that generate data for verification plots. See PR #852. The following internal changes were made:
    • Receiver (Relative) Operating Characteristic (ROC):
      • scores.probability.roc_curve_data was moved to scores.plotdata.roc, but can still be imported as scores.probability.roc_curve_data.
    • Murphy Score:
      • scores.continuous.murphy_score was moved to scores.plotdata.murphy_score, but can still be imported as scores.continuous.murphy_score and scores.probability.murphy_score.
      • scores.continuous.murphy_thetas was moved to scores.plotdata.murphy_thetas, but can still be imported as scores.continuous.murphy_thetas and scores.probability.murphy_thetas.
  • Added an additional CI/CD pipeline for testing without Dask. See PR #856.

Contributors to this Release

Liam Bluett (@lbluett), Nicholas Loveday (@nicholasloveday), Nikeeth Ramanathan (@nikeethr), Tennessee Leeuwenburg (@tennlee), Robert J. Taggart (@rob-taggart), Stephanie Chong (@Steph-Chong) and Mohammadreza Khanarmuei (@reza-armuei).

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