FK83 / scoringRulesLinks
scoring rules to evaluate probabilistic forecasts
☆62Updated 9 months ago
Alternatives and similar repositories for scoringRules
Users that are interested in scoringRules are comparing it to the libraries listed below
Sorting:
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 9 months ago
- R interface to the vinecopulib C++ library☆35Updated last week
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 2 months ago
- ProbCast: an R Package for Flexible Probabilistic Forecasting☆32Updated 11 months ago
- code and demo for hierarchical stacking paper☆10Updated 4 years ago
- An R package "rfinterval": Predictive Inference on Random Forests☆13Updated 5 years ago
- Multivariate Autoregressive State-Space Modeling with R☆51Updated last year
- That's weird: Anomaly detection using R☆42Updated 6 months ago
- R Package for Probabilistic Forecast Combination☆14Updated 9 months ago
- ☆12Updated 4 years ago
- Article by Dokumentov & Hyndman on Seasonal Trend decomposition using Regression☆18Updated 3 years ago
- Meshed GP for Bayesian spatial big data regression☆13Updated 2 months ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- Bayesian DFA with Stan☆29Updated last month
- Utilities for Scoring and Assessing Predictions☆54Updated last week
- Package for probabilistic forecast reconciliation via score optimisation☆12Updated 2 years ago
- Lightweight library for probabilistic forecast evaluation and optimization.☆53Updated 3 weeks ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- Towards a more flexible BART☆22Updated last week
- Automatic forecasting and Bayesian modeling for time series with Stan☆45Updated 2 weeks ago
- Easily combine predictions from multiple Bayesian models using techniques including (pseudo) Bayesian model averaging, hierarchical stack…☆34Updated 7 months ago
- Code for Heaton et al (in JABES, 2018)☆31Updated 6 years ago
- Isotonic Distributional Regression (IDR)☆16Updated last year
- Spatio-Temporal Generalised Linear Mixed Models For Areal Unit Data☆13Updated 2 years ago
- Additive quantile regression R package☆34Updated 2 months ago
- R package to compute distribution-free prediction bands using density estimators☆9Updated 3 years ago
- R package for Tools for Handling Extraction of Features from Time series (theft)☆40Updated 3 months ago
- Fit stochastic differential equation models with time-varying parameters☆15Updated last month
- An R package for kernel density estimation with parametric starts and asymmetric kernels.☆16Updated 3 months ago
- ☆56Updated 2 years ago