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||2017-01-11 17:13:27|
|Maintainer||Fabian Krueger <Fabian.Krueger83@gmail.com>|
|License||GPL (>= 2)|
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...