topmodels: Infrastructure for Forecasting and Assessment of Probabilistic Models

Unified infrastructure for probabilistic models and distributional regressions: Probabilistic forecasting (procasting for short) in-sample and out-of-sample of probabilities, densities, quantiles, and moments. Diagnostic graphics like rootograms, PIT histograms, (randomized) quantile residual Q-Q plots, and reliagrams (reliability diagrams).

Getting started

Package details

AuthorAchim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Moritz N. Lang [aut] (<https://orcid.org/0000-0002-2533-9903>), Reto Stauffer [aut] (<https://orcid.org/0000-0002-3798-5507>), Christian Kleiber [ctb] (<https://orcid.org/0000-0002-6781-4733>), Ioannis Kosmidis [ctb] (<https://orcid.org/0000-0003-1556-0302>), Jakob Messner [ctb] (<https://orcid.org/0000-0002-1027-3673>)
MaintainerAchim Zeileis <Achim.Zeileis@R-project.org>
LicenseGPL-2 | GPL-3
Version0.3-0
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("topmodels", repos="http://R-Forge.R-project.org")

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topmodels documentation built on Sept. 10, 2022, 3 p.m.