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isodistrreg (version 0.6.0)

Isotonic Distributional Regression (IDR)

Description

Distributional regression under stochastic order restrictions for numeric and binary response variables and partially ordered covariates, including right-censored responses via Survival-IDR. See Henzi, Ziegel, Gneiting (2021) and Bladt, Henzi, van den Heuvel, Ziegel (2026) .

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Install

install.packages('isodistrreg')

Monthly Downloads

287

Version

0.6.0

License

GPL (>= 2)

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Repository

https://github.com/AlexanderHenzi/isodistrreg

Maintainer

Bram van den Heuvel

Last Published

August 21st, 2026

Functions in isodistrreg (0.6.0)

Brier score for forecast probability of threshold exceedance

isotonic_regression_impl

Compute the isotonic regression for the mean for totally ordered covariates.

Compute IDR predictions with (su)bagging

isotonic_regression

Isotonic mean regression

Continuous ranked probability score (CRPS)

Fit IDR to training data

isodistrreg-package

Isotonic distributional regression (IDR)

Unload dll when package is unloaded

Distributional index model (DIM)

Cumulative distribution function (CDF) of IDR or raw forecasts

plain_survival_isotonic_distributional_regression_threshold

Compute an isotonic regression of a probability given by Kaplan-Meier estimators (= one threshold of the plain survival IDR data). Note that this is the non-recursive version that is consistent only under the hazard rate order assumption.

Quantile scores for IDR or raw forecasts

Plot IDR predictions

predict.dindexfit

Predict method for distributional index model (DIM)

Probability integral transform (PIT)

Predict method for IDR fits

plain_survival_isotonic_distributional_regression

Compute the plain survival IDR for totally ordered co-variates under the hazard rate order assumption for censored data. Note that the hazard rate order is needed for the method to be consistent, but that the returned solution likely doesn't satisfy this assumption.

Quantile function of IDR or raw forecasts

survival_isotonic_distributional_regression_threshold

Compute an isotonic regression of a probability given by Kaplan-Meier estimators (= one threshold of S-IDR).

Frankfurt airport precipitation data

Helper to warn once per session Warn only once per session