scoringRules: Scoring Rules for Parametric and Simulated Distribution Forecasts

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 ORCID iD [aut], Fabian Krueger ORCID iD [aut, cre], Sebastian Lerch ORCID iD [aut], Sam Allen ORCID iD [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:

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