ar_ms | Bayesian analysis of a Markov Switching autoregressive model |
clogs_sample | Weighted Scoring Rules for Simulated Forecast Distributions (experimental) |
crps | Generic Scoring Rule Calculation |
crps.numeric | Continuous Ranked Probability Score for Parametric Forecast Distributions |
crps_2pexp | Calculating scores for the two-piece-exponential distribution |
crps_2pnorm | Calculating scores for the two-piece-normal distribution |
crps_beta | Calculating scores for the beta distribution |
crps_binom | Calculating scores for the binomial distribution |
crps_clogis | Calculating scores for the logistic distribution |
crps_cnorm | Calculating scores for the normal distribution |
crps_ct | Calculating scores for Student's t-distribution |
crps_exp | Calculating scores for the exponential distribution |
crps_expM | Calculating scores for the exponential distribution |
crps_gamma | Calculating scores for the gamma distribution |
crps_gev | Calculating scores for the generalized extreme value distribution |
crps_gpd | Calculating scores for the generalized Pareto distribution |
crps_gtclogis | Calculating scores for the logistic distribution |
crps_gtcnorm | Calculating scores for the normal distribution |
crps_gtct | Calculating scores for Student's t-distribution |
crps_hyper | Calculating scores for the hypergeometric distribution |
crps_lapl | Calculating scores for the Laplace distribution |
crps_llapl | Calculating scores for the log-Laplace distribution |
crps_llogis | Calculating scores for the log-logistic distribution |
crps_lnorm | Calculating scores for the log-normal distribution |
crps_logis | Calculating scores for the logistic distribution |
crps_mixnorm | Calculating scores for a mixture of normal distributions. |
crps_mixnorm_int | Calculating scores for a mixture of normal distributions. |
crps_nbinom | Calculating scores for the negative binomial distribution |
crps_norm | Calculating scores for the normal distribution |
crps_pois | Calculating scores for the Poisson distribution |
crps_sample | Scoring Rules for Simulated Forecast Distributions |
crps_t | Calculating scores for Student's t-distribution |
crps_tlogis | Calculating scores for the logistic distribution |
crps_tnorm | Calculating scores for the normal distribution |
crps_tt | Calculating scores for Student's t-distribution |
crps_unif | Calculating scores for the uniform distribution |
dss_beta | Calculating scores for the beta distribution |
dss_exp | Calculating scores for the exponential distribution |
dss_gamma | Calculating scores for the gamma distribution |
dss_gev | Calculating scores for the generalized extreme value distribution |
dss_gpd | Calculating scores for the generalized Pareto distribution |
dss_lapl | Calculating scores for the Laplace distribution |
dss_llapl | Calculating scores for the log-Laplace distribution |
dss_llogis | Calculating scores for the log-logistic distribution |
dss_lnorm | Calculating scores for the log-normal distribution |
dss_logis | Calculating scores for the logistic distribution |
dss_mixnorm | Calculating scores for a mixture of normal distributions. |
dss_moments | Scoring Rules for a Vector of Moments |
dss_nbinom | Calculating scores for the negative binomial distribution |
dss_norm | Calculating scores for the normal distribution |
dss_pois | Calculating scores for the Poisson distribution |
dss_sample | Scoring Rules for Simulated Forecast Distributions |
dss_t | Calculating scores for Student's t-distribution |
dss_unif | Calculating scores for the uniform distribution |
ess_moments | Scoring Rules for a Vector of Moments |
es_sample | Multivariate Scoring Rules for Simulated Forecast Distributions |
f2pexp | Supplementary distributions (not in base R) supported on the real line. |
f2pnorm | Supplementary distributions (not in base R) supported on the real line. |
fexp | Supplementary distributions (not in base R) with variable support. |
fgev | Supplementary distributions (not in base R) with variable support. |
fgpd | Supplementary distributions (not in base R) with variable support. |
flapl | Supplementary distributions (not in base R) supported on the real line. |
fllapl | Supplementary distributions (not in base R) supported on the positive real line. |
fllogis | Supplementary distributions (not in base R) supported on the positive real line. |
flogis | Supplementary distributions (not in base R) with variable support. |
fmixnorm | Supplementary distributions (not in base R) supported on the real line. |
fnorm | Supplementary distributions (not in base R) with variable support. |
ft | Supplementary distributions (not in base R) with variable support. |
gdp | Data and forecasts for US GDP growth |
gdp_mcmc | Data and forecasts for US GDP growth |
gradcrps_clogis | Calculating scores for the logistic distribution |
gradcrps_cnorm | Calculating scores for the normal distribution |
gradcrps_ct | Calculating scores for Student's t-distribution |
gradcrps_logis | Calculating scores for the logistic distribution |
gradcrps_norm | Calculating scores for the normal distribution |
gradcrps_t | Calculating scores for Student's t-distribution |
gradcrps_tlogis | Calculating scores for the logistic distribution |
gradcrps_tnorm | Calculating scores for the normal distribution |
gradcrps_tt | Calculating scores for Student's t-distribution |
hesscrps_clogis | Calculating scores for the logistic distribution |
hesscrps_cnorm | Calculating scores for the normal distribution |
hesscrps_ct | Calculating scores for Student's t-distribution |
hesscrps_logis | Calculating scores for the logistic distribution |
hesscrps_norm | Calculating scores for the normal distribution |
hesscrps_t | Calculating scores for Student's t-distribution |
hesscrps_tlogis | Calculating scores for the logistic distribution |
hesscrps_tnorm | Calculating scores for the normal distribution |
hesscrps_tt | Calculating scores for Student's t-distribution |
logs | Generic Scoring Rule Calculation |
logs.numeric | Logarithmic Score for Parametric Forecast Distributions |
logs_2pexp | Calculating scores for the two-piece-exponential distribution |
logs_2pnorm | Calculating scores for the two-piece-normal distribution |
logs_beta | Calculating scores for the beta distribution |
logs_binom | Calculating scores for the binomial distribution |
logs_exp | Calculating scores for the exponential distribution |
logs_exp2 | Calculating scores for the exponential distribution |
logs_gamma | Calculating scores for the gamma distribution |
logs_gev | Calculating scores for the generalized extreme value distribution |
logs_gpd | Calculating scores for the generalized Pareto distribution |
logs_hyper | Calculating scores for the hypergeometric distribution |
logs_lapl | Calculating scores for the Laplace distribution |
logs_llapl | Calculating scores for the log-Laplace distribution |
logs_llogis | Calculating scores for the log-logistic distribution |
logs_lnorm | Calculating scores for the log-normal distribution |
logs_logis | Calculating scores for the logistic distribution |
logs_mixnorm | Calculating scores for a mixture of normal distributions. |
logs_nbinom | Calculating scores for the negative binomial distribution |
logs_norm | Calculating scores for the normal distribution |
logs_pois | Calculating scores for the Poisson distribution |
logs_sample | Scoring Rules for Simulated Forecast Distributions |
logs_t | Calculating scores for Student's t-distribution |
logs_tlogis | Calculating scores for the logistic distribution |
logs_tnorm | Calculating scores for the normal distribution |
logs_tt | Calculating scores for Student's t-distribution |
logs_unif | Calculating scores for the uniform distribution |
mmds_sample | Multivariate Scoring Rules for Simulated Forecast Distributions |
owcrps_sample | Weighted Scoring Rules for Simulated Forecast Distributions (experimental) |
owes_sample | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
owmmds_sample | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
owvs_sample | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
plot.casestudy | Plot the output of run_casestudy |
plot.mcstudy | Plot the output of run_mcstudy |
print.casestudy | Simple print method for object of class casestudy |
print.mcstudy | Simple print function for object of class mcstudy |
run_casestudy | Run the case study in KLTG (2021), or a smaller version thereof |
run_mcstudy | Run the Monte Carlo study by KLTG (2021), or a smaller version thereof |
scores | Generic Scoring Rule Calculation |
scores_2pexp | Calculating scores for the two-piece-exponential distribution |
scores_2pnorm | Calculating scores for the two-piece-normal distribution |
scores_beta | Calculating scores for the beta distribution |
scores_binom | Calculating scores for the binomial distribution |
scores_exp | Calculating scores for the exponential distribution |
scores_gamma | Calculating scores for the gamma distribution |
scores_gev | Calculating scores for the generalized extreme value distribution |
scores_gpd | Calculating scores for the generalized Pareto distribution |
scores_hyper | Calculating scores for the hypergeometric distribution |
scores_lapl | Calculating scores for the Laplace distribution |
scores_llapl | Calculating scores for the log-Laplace distribution |
scores_llogis | Calculating scores for the log-logistic distribution |
scores_lnorm | Calculating scores for the log-normal distribution |
scores_logis | Calculating scores for the logistic distribution |
scores_mixnorm | Calculating scores for a mixture of normal distributions. |
scores_moments | Scoring Rules for a Vector of Moments |
scores_nbinom | Calculating scores for the negative binomial distribution |
scores_norm | Calculating scores for the normal distribution |
scores_pois | Calculating scores for the Poisson distribution |
scores_sample_multiv | Multivariate Scoring Rules for Simulated Forecast Distributions |
scores_sample_multiv_weighted | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
scores_sample_univ | Scoring Rules for Simulated Forecast Distributions |
scores_sample_univ_weighted | Weighted Scoring Rules for Simulated Forecast Distributions (experimental) |
scores_t | Calculating scores for Student's t-distribution |
scores_unif | Calculating scores for the uniform distribution |
summary.casestudy | Summary method for class casestudy |
summary.mcstudy | Simple summary method for class mcstudy |
twcrps_sample | Weighted Scoring Rules for Simulated Forecast Distributions (experimental) |
twes_sample | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
twmmds_sample | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
twvs_sample | Weighted Multivariate Scoring Rules for Simulated Forecast Distributions (experimental) |
vs_sample | Multivariate Scoring Rules for Simulated Forecast Distributions |