Isotonic Distributional Regression (IDR)


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Documentation for package ‘isodistrreg’ version 0.1.0

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isodistrreg-package Isotonic distributional regression (IDR)
bscore Brier score for forecast probability of threshold exceedance
cdf Cumulative distribution function (CDF) of IDR or raw forecasts
cdf.data.frame Cumulative distribution function (CDF) of IDR or raw forecasts
cdf.idr Cumulative distribution function (CDF) of IDR or raw forecasts
crps Continuous ranked probability score (CRPS)
crps.data.frame Continuous ranked probability score (CRPS)
crps.idr Continuous ranked probability score (CRPS)
dindexm Distributional index model (DIM)
idr Fit IDR to training data
idrbag Compute IDR predictions with (su)bagging
pit Probability integral transform (PIT)
pit.data.frame Probability integral transform (PIT)
pit.idr Probability integral transform (PIT)
plot.idr Plot IDR predictions
predict.dindexfit Predict method for distributional index model (DIM)
predict.idrfit Predict method for IDR fits
qpred Quantile function of IDR or raw forecasts
qpred.data.frame Quantile function of IDR or raw forecasts
qpred.idr Quantile function of IDR or raw forecasts
qscore Quantile scores for IDR or raw forecasts
rain Frankfurt airport precipitation data