Scoring Rules for Parametric and Simulated Distribution Forecasts

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Documentation for package ‘scoringRules’ version 0.9.2

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ar_ms Bayesian analysis of a Markov Switching autoregressive model
crps Scoring Rules for Parametric Forecast Distributions
crps_sample Scoring Rules for Simulated Forecast Distributions
f2pexp Supplementary distributions (not in base R) supported on the real line.
f2pnorm Supplementary distributions (not in base R) supported on the real line.
fexp Supplementary distributions (not in base R) with variable support.
fgev Supplementary distributions (not in base R) with variable support.
fgpd Supplementary distributions (not in base R) with variable support.
flapl Supplementary distributions (not in base R) supported on the real line.
fllapl Supplementary distributions (not in base R) supported on the positive real line.
fllogis Supplementary distributions (not in base R) supported on the positive real line.
flogis Supplementary distributions (not in base R) with variable support.
fmixnorm Supplementary distributions (not in base R) supported on the real line.
fnorm Supplementary distributions (not in base R) with variable support.
ft Supplementary distributions (not in base R) with variable support.
gdp Data and forecasts for US GDP growth
gdp_mcmc Data and forecasts for US GDP growth
logs Scoring Rules for Parametric Forecast Distributions
logs_sample Scoring Rules for Simulated Forecast Distributions
plot.casestudy Plot the output of run_casestudy
plot.mcstudy Plot the output of run_mcstudy
run_casestudy Run the case study in KLTG (2016), or a smaller version thereof
run_mcstudy Run the Monte Carlo study by KLTG (2016), or a smaller version thereof