Scoring Rules for Parametric and Simulated Distribution Forecasts
Bayesian analysis of a Markov Switching autoregressive model
Continuous Ranked Probability Score for Parametric Forecast Distributi...
Default Weight and Chaining Functions
Logarithmic Score for Parametric Forecast Distributions
Plot the output of run_casestudy
Plot the output of run_mcstudy
Supplementary distributions (not in base R) supported on the positive ...
Simple print method for object of class casestudy
Simple print function for object of class mcstudy
Supplementary distributions (not in base R) supported on the real line...
Ranked Probability Score
Run the case study in KLTG (2021), or a smaller version thereof
Run the Monte Carlo study by KLTG (2021), or a smaller version thereof
Calculating scores for the two-piece-exponential distribution
Calculating scores for the two-piece-normal distribution
Calculating scores for the beta distribution
Calculating scores for the binomial distribution
Calculating scores for the exponential distribution
Calculating scores for the gamma distribution
Calculating scores for the generalized extreme value distribution
Calculating scores for the generalized Pareto distribution
Calculating scores for the hypergeometric distribution
Calculating scores for the Laplace distribution
Calculating scores for the log-Laplace distribution
Calculating scores for the log-logistic distribution
Calculating scores for the log-normal distribution
Calculating scores for the logistic distribution
Calculating scores for a mixture of normal distributions.
Scoring Rules for a Vector of Moments
Calculating scores for the negative binomial distribution
Calculating scores for the normal distribution
Calculating scores for the Poisson distribution
Quantile and interval scores
Weighted Multivariate Scoring Rules for Simulated Forecast Distributio...
Multivariate Scoring Rules for Simulated Forecast Distributions
Weighted Scoring Rules for Simulated Forecast Distributions
Scoring Rules for Simulated Forecast Distributions
Calculating scores for Student's -distribution
Calculating scores for the uniform distribution
Generic Scoring Rule Calculation
Summary method for class casestudy
Simple summary method for class mcstudy
Supplementary distributions (not in base R) with variable support.
Dictionary-like reference for computing scoring rules in a wide range of situations. Covers both parametric forecast distributions (such as mixtures of Gaussians) and distributions generated via simulation. Further details can be found in the package vignettes <doi:10.18637/jss.v090.i12>, <doi:10.18637/jss.v110.i08>.