Unified infrastructure for probabilistic models and distributional regressions: Computation of probabilities, densities, scores, and Hessians. Probabilistic forecasting. Diagnostic graphics such as rootograms, PIT histograms, reliagrams (reliability diagrams), (randomized) quantile residual Q-Q plots, and worm plots.
Modular object-oriented implementation with support for many model objects, including lm
, glm
, glm.nb
, gamlss
, bamlss
, hurdle
, zeroinfl
, zerotrunc
, crch
, and more to come.
Rootogram
PIT histogram
Reliagram
Q-Q residuals plot