Scoring Rules for Parametric and Simulated Distribution Forecasts

ar_ms | Bayesian analysis of a Markov Switching autoregressive model |

crps.numeric | Continuous Ranked Probability Score for Parametric Forecast... |

gdp_mcmc | Data and forecasts for US GDP growth |

logs.numeric | Logarithmic Score 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... |

scores | Generic Scoring Rule Calculation |

scores_2pexp | Calculating scores for the two-piece-exponential distribution |

scores_2pnorm | Calculating scores for the two-piece-normal distribution |

scores_beta | Calculating scores for the beta distribution |

scores_exp | Calculating scores for the exponential distribution |

scores_gamma | Calculating scores for the gamma distribution |

scores_gev | Calculating scores for the generalized extreme value... |

scores_gpd | Calculating scores for the generalized Pareto distribution |

scores_lapl | Calculating scores for the Laplace distribution |

scores_llapl | Calculating scores for the log-Laplace distribution |

scores_llogis | Calculating scores for the log-logistic distribution |

scores_lnorm | Calculating scores for the log-normal distribution |

scores_logis | Calculating scores for the logistic distribution |

scores_mixnorm | Calculating scores for a mixture of normal distributions. |

scores_nbinom | Calculating scores for the negative binomial distribution |

scores_norm | Calculating scores for the normal distribution |

scores_pois | Calculating scores for the Poisson distribution |

scores_sample_multiv | Multivariate Scoring Rules for Simulated Forecast... |

scores_sample_univ | Scoring Rules for Simulated Forecast Distributions |

scores_t | Calculating scores for Student's t-distribution |

scores_unif | Calculating scores for the uniform distribution |

Variablesupport | Supplementary distributions (not in base R) with variable... |

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