scoringRules: Scoring Rules for Parametric and Simulated DistributionForecasts
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>.
| Version: | 1.1.3 |
| Depends: | R (≥ 3.00) |
| Imports: | Rcpp (≥ 0.12.0), methods,MASS,knitr |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | gsl (≥ 1.8-3),hypergeo (≥ 1.0),rmarkdown,testthat,crch,ggplot2 |
| Published: | 2024-09-18 |
| DOI: | 10.32614/CRAN.package.scoringRules |
| Author: | Alexander I. Jordan [aut], Fabian Krueger [aut, cre], Sebastian Lerch [aut], Sam Allen [aut], Maximiliane Graeter [ctb] |
| Maintainer: | Fabian Krueger <Fabian.Krueger83 at gmail.com> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/FK83/scoringRules |
| NeedsCompilation: | yes |
| Citation: | scoringRules citation info |
| In views: | TimeSeries |
| CRAN checks: | scoringRules results |
Documentation:
| Reference manual: | scoringRules.html ,scoringRules.pdf |
| Vignettes: | Getting Started (source,R code) Evaluating Probabilistic Forecasts with scoringRules (source,R code) Weighted scoringRules (source,R code) |
Downloads:
| Package source: | scoringRules_1.1.3.tar.gz |
| Windows binaries: | r-devel:scoringRules_1.1.3.zip, r-release:scoringRules_1.1.3.zip, r-oldrel:scoringRules_1.1.3.zip |
| macOS binaries: | r-release (arm64):scoringRules_1.1.3.tgz, r-oldrel (arm64):scoringRules_1.1.3.tgz, r-release (x86_64):scoringRules_1.1.3.tgz, r-oldrel (x86_64):scoringRules_1.1.3.tgz |
| Old sources: | scoringRules archive |
Reverse dependencies:
| Reverse imports: | crch,scoringutils,tsaux |
| Reverse suggests: | bamlss,bayesRecon,ensemblepp,inlabru,mvgam |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=scoringRulesto link to this page.