| clogs_sample |
Weighted Scoring Rules for Simulated Forecast Distributions (experimental) |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |