jbrowell/ProbCast: Flexible Probabilistic Forecasting

Estimate models, produce and evaluate forecasts, and visualise the results. ProbCast provides facilities for porbabilistic forecasting based on parametric and non-paramertric density forecasting, and multi-variate forecasts using the Gaussian Copula. Central to ProbCast is the class "MultiQR", for storing the results of multiple quantile regression, and methods for working with this data.

install.packages("remotes")
remotes::install_github("jbrowell/ProbCast")