Man pages for scoringRules
Scoring Rules for Parametric and Simulated Distribution Forecasts

ar_msBayesian analysis of a Markov Switching autoregressive model
crps.numericContinuous Ranked Probability Score for Parametric Forecast...
gdp_mcmcData and forecasts for US GDP growth
logs.numericLogarithmic Score for Parametric Forecast Distributions
plot.casestudyPlot the output of run_casestudy
plot.mcstudyPlot the output of run_mcstudy
PosreallineSupplementary distributions (not in base R) supported on the...
ReallineSupplementary distributions (not in base R) supported on the...
run_casestudyRun the case study in KLTG (2016), or a smaller version...
run_mcstudyRun the Monte Carlo study by KLTG (2016), or a smaller...
scoresGeneric Scoring Rule Calculation
scores_2pexpCalculating scores for the two-piece-exponential distribution
scores_2pnormCalculating scores for the two-piece-normal distribution
scores_betaCalculating scores for the beta distribution
scores_expCalculating scores for the exponential distribution
scores_gammaCalculating scores for the gamma distribution
scores_gevCalculating scores for the generalized extreme value...
scores_gpdCalculating scores for the generalized Pareto distribution
scores_laplCalculating scores for the Laplace distribution
scores_llaplCalculating scores for the log-Laplace distribution
scores_llogisCalculating scores for the log-logistic distribution
scores_lnormCalculating scores for the log-normal distribution
scores_logisCalculating scores for the logistic distribution
scores_mixnormCalculating scores for a mixture of normal distributions.
scores_nbinomCalculating scores for the negative binomial distribution
scores_normCalculating scores for the normal distribution
scores_poisCalculating scores for the Poisson distribution
scores_sample_multivMultivariate Scoring Rules for Simulated Forecast...
scores_sample_univScoring Rules for Simulated Forecast Distributions
scores_tCalculating scores for Student's t-distribution
scores_unifCalculating scores for the uniform distribution
VariablesupportSupplementary distributions (not in base R) with variable...
scoringRules documentation built on Nov. 17, 2017, 7:32 a.m.