scoringRules: 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.

Version: 0.9.4
Depends: R (≥ 3.00)
Imports: Rcpp (≥ 0.12.0), methods, MASS
LinkingTo: Rcpp, RcppArmadillo
Suggests: gsl (≥ 1.8-3), hypergeo (≥ 1.0), knitr, rmarkdown, testthat, crch
Published: 2017-11-03
Author: Alexander Jordan, Fabian Krueger, Sebastian Lerch
Maintainer: Fabian Krueger <Fabian.Krueger83 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/FK83/scoringRules
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: scoringRules results

Downloads:

Reference manual: scoringRules.pdf
Vignettes: CRPS formulas
Getting Started
Evaluating Probabilistic Forecasts with scoringRules
Package source: scoringRules_0.9.4.tar.gz
Windows binaries: r-devel: scoringRules_0.9.4.zip, r-release: scoringRules_0.9.4.zip, r-oldrel: scoringRules_0.9.4.zip
OS X El Capitan binaries: r-release: scoringRules_0.9.4.tgz
OS X Mavericks binaries: r-oldrel: scoringRules_0.9.4.tgz
Old sources: scoringRules archive

Reverse dependencies:

Reverse imports: crch
Reverse suggests: ensemblepp

Linking:

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