Bayesian analysis of a Markov Switching autoregressive model
Plot the output of run_mcstudy
Logarithmic Score for Parametric Forecast Distributions
Continuous Ranked Probability Score for Parametric Forecast Distributions
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.
Data and forecasts for US GDP growth
Plot the output of run_casestudy
Calculating scores for the beta distribution
Calculating scores for the gamma distribution
Calculating scores for the exponential distribution
Calculating scores for the log-Laplace distribution
Calculating scores for the log-logistic distribution
Calculating scores for the logistic distribution
Calculating scores for the binomial distribution
Calculating scores for the log-normal distribution
Calculating scores for a mixture of normal distributions.
Generic Scoring Rule Calculation
Run the Monte Carlo study by KLTG (2020), or a smaller version thereof
Scoring Rules for a Vector of Moments
Calculating scores for the Poisson distribution
Scoring Rules for Simulated Forecast Distributions
Calculating scores for the two-piece-exponential distribution
Calculating scores for Student's \(t\)-distribution
Simple print function for object of class mcstudy
Calculating scores for the negative binomial distribution
Calculating scores for the generalized Pareto distribution
Calculating scores for the generalized extreme value distribution
Run the case study in KLTG (2020), or a smaller version thereof
Simple summary method for class mcstudy
Calculating scores for the normal distribution
Multivariate Scoring Rules for Simulated Forecast Distributions
Calculating scores for the hypergeometric distribution
Calculating scores for the two-piece-normal distribution
Calculating scores for the uniform distribution
Calculating scores for the Laplace distribution
Summary method for class casestudy