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.


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Reference manual

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install.packages("scoringRules")

0.9.3 by Fabian Krueger, 2 months ago


https://github.com/FK83/scoringRules


Browse source code at https://github.com/cran/scoringRules


Authors: Alexander Jordan, Fabian Krueger, Sebastian Lerch


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports Rcpp, methods, MASS

Suggests gsl, hypergeo, knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo


Suggested by ensemblepp.


See at CRAN