Man pages for FK83/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
get_weight_funcDefault Weight and Chaining Functions
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...
print.casestudySimple print method for object of class casestudy
print.mcstudySimple print function for object of class mcstudy
ReallineSupplementary distributions (not in base R) supported on the...
rps_probsRanked Probability Score
run_casestudyRun the case study in KLTG (2021), or a smaller version...
run_mcstudyRun the Monte Carlo study by KLTG (2021), 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_binomCalculating scores for the binomial 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_hyperCalculating scores for the hypergeometric 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_momentsScoring Rules for a Vector of Moments
scores_nbinomCalculating scores for the negative binomial distribution
scores_normCalculating scores for the normal distribution
scores_poisCalculating scores for the Poisson distribution
scores_quantilesQuantile and interval scores
scores_sample_multivMultivariate Scoring Rules for Simulated Forecast...
scores_sample_multiv_weightedWeighted Multivariate Scoring Rules for Simulated Forecast...
scores_sample_univScoring Rules for Simulated Forecast Distributions
scores_sample_univ_weightedWeighted Scoring Rules for Simulated Forecast Distributions...
scores_tCalculating scores for Student's t-distribution
scores_unifCalculating scores for the uniform distribution
summary.casestudySummary method for class casestudy
summary.mcstudySimple summary method for class mcstudy
VariablesupportSupplementary distributions (not in base R) with variable...
FK83/scoringRules documentation built on Feb. 20, 2024, 8:01 p.m.