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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Last month downloads


Type Package
Date 2020-10-03
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

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