Scoring Rules for Parametric and Simulated Distribution Forecasts

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Documentation for package ‘scoringRules’ version 1.0.2

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A C D E F G H L M P R S V

-- A --

ar_ms Bayesian analysis of a Markov Switching autoregressive model

-- C --

crps Generic Scoring Rule Calculation
crps.numeric Continuous Ranked Probability Score for Parametric Forecast Distributions
crps_2pexp Calculating scores for the two-piece-exponential distribution
crps_2pnorm Calculating scores for the two-piece-normal distribution
crps_beta Calculating scores for the beta distribution
crps_binom Calculating scores for the binomial distribution
crps_clogis Calculating scores for the logistic distribution
crps_cnorm Calculating scores for the normal distribution
crps_ct Calculating scores for Student's t-distribution
crps_exp Calculating scores for the exponential distribution
crps_expM Calculating scores for the exponential distribution
crps_gamma Calculating scores for the gamma distribution
crps_gev Calculating scores for the generalized extreme value distribution
crps_gpd Calculating scores for the generalized Pareto distribution
crps_gtclogis Calculating scores for the logistic distribution
crps_gtcnorm Calculating scores for the normal distribution
crps_gtct Calculating scores for Student's t-distribution
crps_hyper Calculating scores for the hypergeometric distribution
crps_lapl Calculating scores for the Laplace distribution
crps_llapl Calculating scores for the log-Laplace distribution
crps_llogis Calculating scores for the log-logistic distribution
crps_lnorm Calculating scores for the log-normal distribution
crps_logis Calculating scores for the logistic distribution
crps_mixnorm Calculating scores for a mixture of normal distributions.
crps_mixnorm_int Calculating scores for a mixture of normal distributions.
crps_nbinom Calculating scores for the negative binomial distribution
crps_norm Calculating scores for the normal distribution
crps_pois Calculating scores for the Poisson distribution
crps_sample Scoring Rules for Simulated Forecast Distributions
crps_t Calculating scores for Student's t-distribution
crps_tlogis Calculating scores for the logistic distribution
crps_tnorm Calculating scores for the normal distribution
crps_tt Calculating scores for Student's t-distribution
crps_unif Calculating scores for the uniform distribution

-- D --

dss_beta Calculating scores for the beta distribution
dss_exp Calculating scores for the exponential distribution
dss_gamma Calculating scores for the gamma distribution
dss_gev Calculating scores for the generalized extreme value distribution
dss_gpd Calculating scores for the generalized Pareto distribution
dss_lapl Calculating scores for the Laplace distribution
dss_llapl Calculating scores for the log-Laplace distribution
dss_llogis Calculating scores for the log-logistic distribution
dss_lnorm Calculating scores for the log-normal distribution
dss_logis Calculating scores for the logistic distribution
dss_mixnorm Calculating scores for a mixture of normal distributions.
dss_moments Scoring Rules for a Vector of Moments
dss_nbinom Calculating scores for the negative binomial distribution
dss_norm Calculating scores for the normal distribution
dss_pois Calculating scores for the Poisson distribution
dss_sample Scoring Rules for Simulated Forecast Distributions
dss_t Calculating scores for Student's t-distribution
dss_unif Calculating scores for the uniform distribution

-- E --

ess_moments Scoring Rules for a Vector of Moments
es_sample Multivariate Scoring Rules for Simulated Forecast Distributions

-- F --

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.

-- G --

gdp Data and forecasts for US GDP growth
gdp_mcmc Data and forecasts for US GDP growth
gradcrps_clogis Calculating scores for the logistic distribution
gradcrps_cnorm Calculating scores for the normal distribution
gradcrps_ct Calculating scores for Student's t-distribution
gradcrps_logis Calculating scores for the logistic distribution
gradcrps_norm Calculating scores for the normal distribution
gradcrps_t Calculating scores for Student's t-distribution
gradcrps_tlogis Calculating scores for the logistic distribution
gradcrps_tnorm Calculating scores for the normal distribution
gradcrps_tt Calculating scores for Student's t-distribution

-- H --

hesscrps_clogis Calculating scores for the logistic distribution
hesscrps_cnorm Calculating scores for the normal distribution
hesscrps_ct Calculating scores for Student's t-distribution
hesscrps_logis Calculating scores for the logistic distribution
hesscrps_norm Calculating scores for the normal distribution
hesscrps_t Calculating scores for Student's t-distribution
hesscrps_tlogis Calculating scores for the logistic distribution
hesscrps_tnorm Calculating scores for the normal distribution
hesscrps_tt Calculating scores for Student's t-distribution

-- L --

logs Generic Scoring Rule Calculation
logs.numeric Logarithmic Score for Parametric Forecast Distributions
logs_2pexp Calculating scores for the two-piece-exponential distribution
logs_2pnorm Calculating scores for the two-piece-normal distribution
logs_beta Calculating scores for the beta distribution
logs_binom Calculating scores for the binomial distribution
logs_exp Calculating scores for the exponential distribution
logs_exp2 Calculating scores for the exponential distribution
logs_gamma Calculating scores for the gamma distribution
logs_gev Calculating scores for the generalized extreme value distribution
logs_gpd Calculating scores for the generalized Pareto distribution
logs_hyper Calculating scores for the hypergeometric distribution
logs_lapl Calculating scores for the Laplace distribution
logs_llapl Calculating scores for the log-Laplace distribution
logs_llogis Calculating scores for the log-logistic distribution
logs_lnorm Calculating scores for the log-normal distribution
logs_logis Calculating scores for the logistic distribution
logs_mixnorm Calculating scores for a mixture of normal distributions.
logs_nbinom Calculating scores for the negative binomial distribution
logs_norm Calculating scores for the normal distribution
logs_pois Calculating scores for the Poisson distribution
logs_sample Scoring Rules for Simulated Forecast Distributions
logs_t Calculating scores for Student's t-distribution
logs_tlogis Calculating scores for the logistic distribution
logs_tnorm Calculating scores for the normal distribution
logs_tt Calculating scores for Student's t-distribution
logs_unif Calculating scores for the uniform distribution

-- M --

mmds_sample Multivariate Scoring Rules for Simulated Forecast Distributions

-- P --

plot.casestudy Plot the output of run_casestudy
plot.mcstudy Plot the output of run_mcstudy
print.casestudy Simple print method for object of class casestudy
print.mcstudy Simple print function for object of class mcstudy

-- R --

run_casestudy Run the case study in KLTG (2021), or a smaller version thereof
run_mcstudy Run the Monte Carlo study by KLTG (2021), or a smaller version thereof

-- S --

scores Generic Scoring Rule Calculation
scores_2pexp Calculating scores for the two-piece-exponential distribution
scores_2pnorm Calculating scores for the two-piece-normal distribution
scores_beta Calculating scores for the beta distribution
scores_binom Calculating scores for the binomial distribution
scores_exp Calculating scores for the exponential distribution
scores_gamma Calculating scores for the gamma distribution
scores_gev Calculating scores for the generalized extreme value distribution
scores_gpd Calculating scores for the generalized Pareto distribution
scores_hyper Calculating scores for the hypergeometric distribution
scores_lapl Calculating scores for the Laplace distribution
scores_llapl Calculating scores for the log-Laplace distribution
scores_llogis Calculating scores for the log-logistic distribution
scores_lnorm Calculating scores for the log-normal distribution
scores_logis Calculating scores for the logistic distribution
scores_mixnorm Calculating scores for a mixture of normal distributions.
scores_moments Scoring Rules for a Vector of Moments
scores_nbinom Calculating scores for the negative binomial distribution
scores_norm Calculating scores for the normal distribution
scores_pois Calculating scores for the Poisson distribution
scores_sample_multiv Multivariate Scoring Rules for Simulated Forecast Distributions
scores_sample_univ Scoring Rules for Simulated Forecast Distributions
scores_t Calculating scores for Student's t-distribution
scores_unif Calculating scores for the uniform distribution
summary.casestudy Summary method for class casestudy
summary.mcstudy Simple summary method for class mcstudy

-- V --

vs_sample Multivariate Scoring Rules for Simulated Forecast Distributions