Scoring Rules for Parametric and Simulated Distribution Forecasts

Documentation for package ‘scoringRules’ version 1.1.3

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A C D E F G H I L M O P Q R S T V

-- A --

ar_ms

Bayesian analysis of a Markov Switching autoregressive model

-- C --

clogs_sample	Weighted Scoring Rules for Simulated Forecast Distributions
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
get_weight_func	Default Weight and Chaining Functions
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

-- I --

ints_quantiles	Quantile and interval scores
ints_sample	Quantile and interval scores

-- 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

-- O --

owcrps_sample	Weighted Scoring Rules for Simulated Forecast Distributions
owes_sample	Weighted Multivariate Scoring Rules for Simulated Forecast Distributions
owmmds_sample	Weighted Multivariate Scoring Rules for Simulated Forecast Distributions
owvs_sample	Weighted 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

-- Q --

qs_quantiles	Quantile and interval scores
qs_sample	Quantile and interval scores

-- R --

rps_probs	Ranked Probability Score
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_quantiles	Quantile and interval scores
scores_sample_multiv	Multivariate Scoring Rules for Simulated Forecast Distributions
scores_sample_multiv_weighted	Weighted Multivariate Scoring Rules for Simulated Forecast Distributions
scores_sample_univ	Scoring Rules for Simulated Forecast Distributions
scores_sample_univ_weighted	Weighted 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

-- T --

twcrps_sample	Weighted Scoring Rules for Simulated Forecast Distributions
twes_sample	Weighted Multivariate Scoring Rules for Simulated Forecast Distributions
twmmds_sample	Weighted Multivariate Scoring Rules for Simulated Forecast Distributions
twvs_sample	Weighted Multivariate Scoring Rules for Simulated Forecast Distributions

-- V --

vs_sample

Multivariate Scoring Rules for Simulated Forecast Distributions