scoringRules: Scoring Rules for Parametric and Simulated Distribution Forecasts
Version 0.9.2

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.

AuthorAlexander Jordan, Fabian Krueger, Sebastian Lerch
Date of publication2017-01-11 17:13:27
MaintainerFabian Krueger <Fabian.Krueger83@gmail.com>
LicenseGPL (>= 2)
Version0.9.2
URL https://github.com/FK83/scoringRules
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("scoringRules")

Getting started

R package scoringRules: Getting started

Popular man pages

ar_ms: Bayesian analysis of a Markov Switching autoregressive model
gdp_mcmc: Data and forecasts for US GDP growth
plot.casestudy: Plot the output of run_casestudy
plot.mcstudy: Plot the output of run_mcstudy
Realline: Supplementary distributions (not in base R) supported on the...
run_casestudy: Run the case study in KLTG (2016), or a smaller version...
Variablesupport: Supplementary distributions (not in base R) with variable...
See all...

All man pages Function index File listing

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...

Functions

ar_ms Man page Source code
auxcrpsC Source code
bvarFcstC Source code
carterkohn Source code
check.2pexp Source code
check.2pnorm Source code
check.beta Source code
check.exp Source code
check.gamma Source code
check.gev Source code
check.gpd Source code
check.lapl Source code
check.llapl Source code
check.llogis Source code
check.lnorm Source code
check.logis Source code
check.mixnorm Source code
check.nbinom Source code
check.norm Source code
check.pois Source code
check.sample Source code
check.t Source code
check.unif Source code
checkFamily Source code
checkMatrix Source code
checkNames1 Source code
checkNames2 Source code
checkNames3 Source code
checkNumeric Source code
checkVector Source code
crps Man page Source code
crps.2pexp Source code
crps.2pnorm Source code
crps.beta Source code
crps.edf Source code
crps.exp Source code
crps.gamma Source code
crps.gev Source code
crps.gpd Source code
crps.int Source code
crps.kdens Source code
crps.lapl Source code
crps.llapl Source code
crps.llogis Source code
crps.lnorm Source code
crps.logis Source code
crps.mixnorm Source code
crps.mixnorm.int Source code
crps.nbinom Source code
crps.norm Source code
crps.pois Source code
crps.t Source code
crps.unif Source code
crps_mixn_int Source code
crps_sample Man page Source code
crpsmixnC Source code
div.crps.t.edf Source code
div.crps.t.mixn Source code
div.ls.t.mixn Source code
dmixnC Source code
dnormC Source code
drawBeta Source code
drawDirichlet Source code
drawHv Source code
drawMultinom Source code
drawMultinomC Source code
drawP Source code
drawState Source code
drawbetaC Source code
drawsigmaC Source code
ergdist Source code
f2pexp Man page Source code
f2pnorm Man page Source code
fexp Man page Source code
fgev Man page Source code
fgpd Man page Source code
filterMarkovMixture Source code
filterMarkovMixtureC Source code
flapl Man page Source code
fllapl Man page Source code
fllogis Man page Source code
flogis Man page Source code
fmixnorm Man page Source code
fnorm Man page Source code
ft Man page Source code
gdp Man page
gdp_mcmc Man page
getfcsts Source code
logs Man page Source code
logs_sample Man page Source code
ls.2pexp Source code
ls.2pnorm Source code
ls.beta Source code
ls.cexp Source code
ls.exp Source code
ls.gamma Source code
ls.gev Source code
ls.gpd Source code
ls.lapl Source code
ls.llapl Source code
ls.llogis Source code
ls.lnorm Source code
ls.logis Source code
ls.mixnorm Source code
ls.n Source code
ls.nbinom Source code
ls.norm Source code
ls.pois Source code
ls.t Source code
ls.unif Source code
lsmixnC Source code
make.bw Source code
makeregs_fcC Source code
matmult Source code Source code
mdiff Source code
meye Source code
mvndrawC Source code
n_helper Source code
plot.casestudy Man page Source code
plot.mcstudy Man page Source code
plusm Source code
plusq Source code
plust Source code
pmixnC Source code
pnormC Source code
predDensAR Source code
qdiff Source code
run_casestudy Man page Source code
run_mcstudy Man page Source code
scores Source code
sel.complete Source code
sim.fw Source code
tdiff Source code

Files

inst
inst/doc
inst/doc/gettingstarted.Rmd
inst/doc/gettingstarted.R
inst/doc/gettingstarted.html
src
src/Makevars
src/procs_casestudy.cpp
src/mixn.cpp
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
data
data/gdp_mcmc.rda
data/gdp.rda
data/datalist
R
R/header_replication.R
R/header.R
R/checkFunctions.R
R/distributionFunctions.R
R/crpsFunctions.R
R/lsFunctions.R
R/RcppExports.R
R/procs_casestudy.R
R/procs_mc.R
vignettes
vignettes/gettingstarted.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/run_mcstudy.Rd
man/run_casestudy.Rd
man/plot.mcstudy.Rd
man/Realline.Rd
man/ar_ms.Rd
man/plot.casestudy.Rd
man/gdp_mcmc.Rd
man/Posrealline.Rd
man/sample.Rd
man/Variablesupport.Rd
man/parametric.Rd
scoringRules documentation built on May 19, 2017, 4:37 p.m.

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