scoringRules: Scoring Rules for Parametric and Simulated Distribution Forecasts

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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.

Author
Alexander Jordan, Fabian Krueger, Sebastian Lerch
Date of publication
2016-09-06 12:25:13
Maintainer
Fabian Krueger <Fabian.Krueger83@gmail.com>
License
GPL (>= 2)
Version
0.9.1
URLs

View on CRAN

Man pages

ar_ms
Bayesian analysis of a Markov Switching autoregressive model
gdp_mcmc
Data and forecasts for US GDP growth
parametric
Scoring Rules for Parametric Forecast Distributions
plot.casestudy
Plot the output of run_casestudy
plot.mcstudy
Plot the output of run_mcstudy
Posrealline
Supplementary distributions (not in base R) supported on the...
Realline
Supplementary distributions (not in base R) supported on the...
run_casestudy
Run the case study in KLTG (2016), or a smaller version...
run_mcstudy
Run the Monte Carlo study by KLTG (2016), or a smaller...
sample
Scoring Rules for Simulated Forecast Distributions
Variablesupport
Supplementary distributions (not in base R) with variable...

Files in this package

scoringRules
scoringRules/inst
scoringRules/inst/doc
scoringRules/inst/doc/gettingstarted.Rmd
scoringRules/inst/doc/gettingstarted.R
scoringRules/inst/doc/gettingstarted.html
scoringRules/src
scoringRules/src/Makevars
scoringRules/src/procs_casestudy.cpp
scoringRules/src/mixn.cpp
scoringRules/src/Makevars.win
scoringRules/src/RcppExports.cpp
scoringRules/NAMESPACE
scoringRules/data
scoringRules/data/gdp_mcmc.rda
scoringRules/data/gdp.rda
scoringRules/data/datalist
scoringRules/R
scoringRules/R/header_replication.R
scoringRules/R/header.R
scoringRules/R/checkFunctions.R
scoringRules/R/distributionFunctions.R
scoringRules/R/crpsFunctions.R
scoringRules/R/lsFunctions.R
scoringRules/R/RcppExports.R
scoringRules/R/procs_casestudy.R
scoringRules/R/procs_mc.R
scoringRules/vignettes
scoringRules/vignettes/gettingstarted.Rmd
scoringRules/MD5
scoringRules/build
scoringRules/build/vignette.rds
scoringRules/DESCRIPTION
scoringRules/man
scoringRules/man/run_mcstudy.Rd
scoringRules/man/run_casestudy.Rd
scoringRules/man/plot.mcstudy.Rd
scoringRules/man/Realline.Rd
scoringRules/man/ar_ms.Rd
scoringRules/man/plot.casestudy.Rd
scoringRules/man/gdp_mcmc.Rd
scoringRules/man/Posrealline.Rd
scoringRules/man/sample.Rd
scoringRules/man/Variablesupport.Rd
scoringRules/man/parametric.Rd