Add support for creating multivariate scoring rules

[kaitejohnson]

It would be great to have some tooling to construct multivariate scoring rules, for example the energy or variogram score (I believe) are transformations of CRPS. @seabbs Might be able to expand further.

[nikosbosse]

Hi Kaite, thanks for opening the issue. Do you have a sense of how much what you'd like is reflected in the discussion here #1120 (comment)? Or what specifically would be most useful to you?

[kaitejohnson]

Hi @nikosbosse yes, so this issue resulted from a related discussion on implementation of threshold/outcome weighted scoring rules and/or other scoring rule transformations.

One example I can think of is an implementation of the local scale invariance described by Jonas & Wallin https://arxiv.org/abs/1912.05642, another is adding weights as discussed in the comment.