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scoringRules (version 0.9.2)

Scoring Rules for Parametric and Simulated Distribution Forecasts

Description

Dictionary-like reference for computing scoring rules in a wide range of situations. Covers both parametric forecast distributions (such as mixtures of Gaussians) and distributions generated via simulation.

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Install

install.packages('scoringRules')

Monthly Downloads

4,225

Version

0.9.2

License

GPL (>= 2)

Issues

1

Pull Requests

0

Stars

61

Forks

16

Maintainer

Fabian Krueger

Last Published

January 11th, 2017

Functions in scoringRules (0.9.2)

ar_ms

Bayesian analysis of a Markov Switching autoregressive model
Supplementary distributions: Positive real line

Supplementary distributions (not in base R) supported on the positive real line.
plot.casestudy

Plot the output of run_casestudy
GDP data

Data and forecasts for US GDP growth
sample

Scoring Rules for Simulated Forecast Distributions
run_mcstudy

Run the Monte Carlo study by KLTG (2016), or a smaller version thereof
plot.mcstudy

Plot the output of run_mcstudy
parametric

Scoring Rules for Parametric Forecast Distributions
Supplementary distributions: Variable support

Supplementary distributions (not in base R) with variable support.
run_casestudy

Run the case study in KLTG (2016), or a smaller version thereof
Supplementary distributions: Real line

Supplementary distributions (not in base R) supported on the real line.