Data and forecasts for US GDP growth
Simple print method for object of class casestudy
Plot the output of run_mcstudy
Continuous Ranked Probability Score for Parametric Forecast Distributions
Bayesian analysis of a Markov Switching autoregressive model
Logarithmic Score for Parametric Forecast Distributions
Plot the output of run_casestudy
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.
Calculating scores for the two-piece-exponential distribution
Simple print function for object of class mcstudy
Calculating scores for the binomial distribution
Calculating scores for the two-piece-normal distribution
Calculating scores for the beta distribution
Run the case study in KLTG (2021), or a smaller version thereof
Run the Monte Carlo study by KLTG (2021), or a smaller version thereof
Calculating scores for the generalized extreme value distribution
Calculating scores for the generalized Pareto distribution
Generic Scoring Rule Calculation
Calculating scores for the hypergeometric distribution
Calculating scores for the log-normal distribution
Calculating scores for the exponential distribution
Calculating scores for the logistic distribution
Calculating scores for the Laplace distribution
Calculating scores for a mixture of normal distributions.
Scoring Rules for a Vector of Moments
Calculating scores for the uniform distribution
Calculating scores for the gamma distribution
Summary method for class casestudy
Scoring Rules for Simulated Forecast Distributions
scores_sample_multiv_weighted
Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental)
Calculating scores for the Poisson distribution
Calculating scores for the log-logistic distribution
Calculating scores for the negative binomial distribution
Calculating scores for the log-Laplace distribution
Calculating scores for the normal distribution
Multivariate Scoring Rules for Simulated Forecast Distributions
Simple summary method for class mcstudy
Calculating scores for Student's \(t\)-distribution
scores_sample_univ_weighted
Weighted Scoring Rules for Simulated Forecast Distributions (experimental)
Supplementary distributions: Variable support
Supplementary distributions (not in base R) with variable support.