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 No Results!