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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).
Package details |
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Author | Achim 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>) |
Maintainer | Achim Zeileis <Achim.Zeileis@R-project.org> |
License | GPL-2 | GPL-3 |
Version | 0.3-0 |
Package repository | View on R-Forge |
Installation |
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