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: 1.1.1
Depends: R (≥ 3.00)
Imports: Rcpp (≥ 0.12.0), methods, MASS, knitr
LinkingTo: Rcpp, RcppArmadillo
Suggests: gsl (≥ 1.8-3), hypergeo (≥ 1.0), rmarkdown, testthat, crch, ggplot2
Published: 2023-05-10
DOI: 10.32614/CRAN.package.scoringRules
Author: Alexander I. Jordan ORCID iD [aut], Fabian Krueger ORCID iD [aut, cre], Sebastian Lerch ORCID iD [aut], Sam Allen [aut], Maximiliane Graeter [ctb]
Maintainer: Fabian Krueger <Fabian.Krueger83 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: scoringRules citation info
In views: TimeSeries
CRAN checks: scoringRules results


Reference manual: scoringRules.pdf
Vignettes: Getting Started
Evaluating Probabilistic Forecasts with scoringRules
Weighted scoringRules


Package source: scoringRules_1.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): scoringRules_1.1.1.tgz, r-oldrel (arm64): scoringRules_1.1.1.tgz, r-release (x86_64): scoringRules_1.1.1.tgz, r-oldrel (x86_64): scoringRules_1.1.1.tgz
Old sources: scoringRules archive

Reverse dependencies:

Reverse imports: crch, scoringutils, telefit
Reverse suggests: bamlss, bayesRecon, ensemblepp, mvgam, rSPDE


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