# Scoring Rules for Parametric and Simulated Distribution Forecasts

## Documentation for package ‘scoringRules’ version 1.1.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

A C D E F G H I L M O P Q R S T V

## -- A --

ar_ms | Bayesian analysis of a Markov Switching autoregressive model

## -- C --

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

## -- D --

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

## -- E --

ess_moments | Scoring Rules for a Vector of Moments
es_sample | Multivariate Scoring Rules for Simulated Forecast Distributions

## -- F --

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.

## -- G --

gdp | Data and forecasts for US GDP growth
gdp_mcmc | Data and forecasts for US GDP growth
get_weight_func | Default Weight and Chaining Functions
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

## -- H --

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

## -- I --

ints_quantiles | Quantile and interval scores
ints_sample | Quantile and interval scores

## -- L --

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

## -- M --

mmds_sample | Multivariate Scoring Rules for Simulated Forecast Distributions

## -- O --

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)

## -- P --

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

## -- Q --

qs_quantiles | Quantile and interval scores
qs_sample | Quantile and interval scores

## -- R --

rps_probs | Ranked Probability Score
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

## -- S --

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_quantiles | Quantile and interval scores
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

## -- T --

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)

## -- V --

vs_sample | Multivariate Scoring Rules for Simulated Forecast Distributions