scoringRules: 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. Further details can be found in the package vignettes <doi:10.18637/jss.v090.i12>, <doi:10.18637/jss.v110.i08>.

Package details

AuthorAlexander I. Jordan [aut] (<https://orcid.org/0000-0001-7423-1352>), Fabian Krueger [aut, cre] (<https://orcid.org/0000-0002-5112-9037>), Sebastian Lerch [aut] (<https://orcid.org/0000-0002-3467-4375>), Sam Allen [aut] (<https://orcid.org/0000-0003-1971-8277>), Maximiliane Graeter [ctb]
MaintainerFabian Krueger <Fabian.Krueger83@gmail.com>
LicenseGPL (>= 2)
Version1.1.3
URL https://github.com/FK83/scoringRules
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("scoringRules")

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scoringRules documentation built on Sept. 18, 2024, 5:09 p.m.