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.


Reference manual

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1.0.1 by Fabian Krueger, a year ago

Browse source code at

Authors: Alexander Jordan , Fabian Krueger , Sebastian Lerch

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports Rcpp, methods, MASS, knitr

Suggests gsl, hypergeo, rmarkdown, testthat, crch

Linking to Rcpp, RcppArmadillo

Imported by crch, scoringutils, telefit.

Suggested by bamlss, ensemblepp.

See at CRAN