# scoringRules v1.0.1

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## Scoring Rules for Parametric and Simulated Distribution Forecasts

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.

## Functions in scoringRules

Name | Description | |

ar_ms | Bayesian analysis of a Markov Switching autoregressive model | |

plot.mcstudy | Plot the output of run_mcstudy | |

logs.numeric | Logarithmic Score for Parametric Forecast Distributions | |

crps.numeric | Continuous Ranked Probability Score for Parametric Forecast Distributions | |

print.casestudy | Simple print method for object of class casestudy | |

Supplementary distributions: Variable support | Supplementary distributions (not in base R) with variable support. | |

Supplementary distributions: Positive real line | Supplementary distributions (not in base R) supported on the positive real line. | |

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

GDP data | Data and forecasts for US GDP growth | |

plot.casestudy | Plot the output of run_casestudy | |

scores_beta | Calculating scores for the beta distribution | |

scores_gamma | Calculating scores for the gamma distribution | |

scores_exp | Calculating scores for the exponential distribution | |

scores_llapl | Calculating scores for the log-Laplace distribution | |

scores_llogis | Calculating scores for the log-logistic distribution | |

scores_logis | Calculating scores for the logistic distribution | |

scores_binom | Calculating scores for the binomial distribution | |

scores_lnorm | Calculating scores for the log-normal distribution | |

scores_mixnorm | Calculating scores for a mixture of normal distributions. | |

scores | Generic Scoring Rule Calculation | |

run_mcstudy | Run the Monte Carlo study by KLTG (2020), or a smaller version thereof | |

scores_moments | Scoring Rules for a Vector of Moments | |

scores_pois | Calculating scores for the Poisson distribution | |

scores_sample_univ | Scoring Rules for Simulated Forecast Distributions | |

scores_2pexp | Calculating scores for the two-piece-exponential distribution | |

scores_t | Calculating scores for Student's \(t\)-distribution | |

print.mcstudy | Simple print function for object of class mcstudy | |

scores_nbinom | Calculating scores for the negative binomial distribution | |

scores_gpd | Calculating scores for the generalized Pareto distribution | |

scores_gev | Calculating scores for the generalized extreme value distribution | |

run_casestudy | Run the case study in KLTG (2020), or a smaller version thereof | |

summary.mcstudy | Simple summary method for class mcstudy | |

scores_norm | Calculating scores for the normal distribution | |

scores_sample_multiv | Multivariate Scoring Rules for Simulated Forecast Distributions | |

scores_hyper | Calculating scores for the hypergeometric distribution | |

scores_2pnorm | Calculating scores for the two-piece-normal distribution | |

scores_unif | Calculating scores for the uniform distribution | |

scores_lapl | Calculating scores for the Laplace distribution | |

summary.casestudy | Summary method for class casestudy | |

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## Vignettes of scoringRules

Name | ||

article.Rnw | ||

bibliography.bib | ||

gettingstarted.Rmd | ||

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## Last month downloads

## Details

Type | Package |

Date | 2020-10-03 |

URL | https://github.com/FK83/scoringRules |

License | GPL (>= 2) |

LinkingTo | Rcpp, RcppArmadillo |

RoxygenNote | 7.1.1 |

VignetteBuilder | knitr |

Encoding | UTF-8 |

NeedsCompilation | yes |

Packaged | 2020-10-04 19:23:07 UTC; fabian |

Repository | CRAN |

Date/Publication | 2020-10-05 10:10:02 UTC |

suggests | crch , gsl (>= 1.8-3) , hypergeo (>= 1.0) , rmarkdown , testthat |

imports | knitr , MASS , methods , Rcpp (>= 0.12.0) |

depends | R (>= 3.00) |

linkingto | RcppArmadillo |

Contributors | Sebastian Lerch, Fabian Krueger, Alexander Jordan |

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