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 , .


Reference manual

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install.packages("scoringRules")

1.1.3 by Fabian Krueger, 2 years ago


https://github.com/FK83/scoringRules


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


Authors: Alexander I. Jordan [aut] , Fabian Krueger [aut, cre] , Sebastian Lerch [aut] , Sam Allen [aut] , Maximiliane Graeter [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, methods, MASS, knitr

Suggests gsl, hypergeo, rmarkdown, testthat, crch, ggplot2

Linking to Rcpp, RcppArmadillo


Imported by Iscores, baytaAAR, crch, scoringutils, tsaux.

Suggested by bamlss, bayesRecon, distributions3, ensemblepp, gdpar, inlabru, mvgam, seqcomp.


See at CRAN