[This article was first published on T. Moudiki's Webpage - R, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.A previous post introduced the crossvalidation package for R. This time, the focus is on probabilistic forecasting — evaluating not just how accurate point forecasts are, but how well-calibrated prediction intervals are, using empirical coverage rates and Winkler scores – and crossvalidation.install.packages("remotes")install.packages("forecast")remotes::install_github("Techtonique/crossvalidation")library(crossvalidation)Example 1require(forecast)data("AirPassengers")eval_metric