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scoringRules (version 1.1.1)

Scoring Rules for Parametric and Simulated Distribution Forecasts

Description

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.

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Install

install.packages('scoringRules')

Monthly Downloads

3,195

Version

1.1.1

License

GPL (>= 2)

Issues

1

Pull Requests

0

Stars

62

Forks

16

Maintainer

Fabian Krueger

Last Published

May 10th, 2023

Functions in scoringRules (1.1.1)

GDP data

Data and forecasts for US GDP growth
print.casestudy

Simple print method for object of class casestudy
plot.mcstudy

Plot the output of run_mcstudy
crps.numeric

Continuous Ranked Probability Score for Parametric Forecast Distributions
ar_ms

Bayesian analysis of a Markov Switching autoregressive model
logs.numeric

Logarithmic Score for Parametric Forecast Distributions
plot.casestudy

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.
scores_2pexp

Calculating scores for the two-piece-exponential distribution
print.mcstudy

Simple print function for object of class mcstudy
scores_binom

Calculating scores for the binomial distribution
scores_2pnorm

Calculating scores for the two-piece-normal distribution
scores_beta

Calculating scores for the beta distribution
run_casestudy

Run the case study in KLTG (2021), or a smaller version thereof
run_mcstudy

Run the Monte Carlo study by KLTG (2021), or a smaller version thereof
scores_gev

Calculating scores for the generalized extreme value distribution
scores_gpd

Calculating scores for the generalized Pareto distribution
scores

Generic Scoring Rule Calculation
scores_hyper

Calculating scores for the hypergeometric distribution
scores_lnorm

Calculating scores for the log-normal distribution
scores_exp

Calculating scores for the exponential distribution
scores_logis

Calculating scores for the logistic distribution
scores_lapl

Calculating scores for the Laplace distribution
scores_mixnorm

Calculating scores for a mixture of normal distributions.
scores_moments

Scoring Rules for a Vector of Moments
scores_unif

Calculating scores for the uniform distribution
scores_gamma

Calculating scores for the gamma distribution
summary.casestudy

Summary method for class casestudy
scores_sample_univ

Scoring Rules for Simulated Forecast Distributions
scores_sample_multiv_weighted

Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental)
scores_pois

Calculating scores for the Poisson distribution
scores_llogis

Calculating scores for the log-logistic distribution
scores_nbinom

Calculating scores for the negative binomial distribution
scores_llapl

Calculating scores for the log-Laplace distribution
scores_norm

Calculating scores for the normal distribution
scores_sample_multiv

Multivariate Scoring Rules for Simulated Forecast Distributions
summary.mcstudy

Simple summary method for class mcstudy
scores_t

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.