Procast infrastructure

procast()

Procast: Probabilistic Forecasting

proresiduals()

Residuals for Probabilistic Regression Models

proscore()

Scoring Probabilistic Forecasts

promodel() residuals(<promodel>) predict(<promodel>)

Predictions and Residuals Dispatch for Probabilistic Models

newresponse()

Extract Observed Responses from New Data

crps.distribution() crps.Beta() crps.Bernoulli() crps.Binomial() crps.Erlang() crps.Exponential() crps.Gamma() crps.GEV() crps.Geometric() crps.Gumbel() crps.HyperGeometric() crps.Logistic() crps.LogNormal() crps.NegativeBinomial() crps.Normal() crps.Poisson() crps.StudentsT() crps.Uniform() crps.XBetaX() crps.GAMLSS() crps.BAMLSS()

Method for Numerically Evaluating the CRPS of Probability Distributions

Probabilistic model diagnostics

rootogram()

Rootograms for Assessing Goodness of Fit of Probability Models

pithist()

PIT Histograms for Assessing Goodness of Fit of Probability Models

qqrplot()

Q-Q Plots for Quantile Residuals

wormplot()

Worm Plots for Quantile Residuals

reliagram()

Reliagram (Extended Reliability Diagram)

Plotting probabilistic model diagnostics

plot(<rootogram>) autoplot(<rootogram>)

S3 Methods for Plotting Rootograms

plot(<pithist>) lines(<pithist>) autoplot(<pithist>)

S3 Methods for Plotting PIT Histograms

plot(<qqrplot>) points(<qqrplot>) autoplot(<qqrplot>)

S3 Methods for Plotting Q-Q Residuals Plots

plot(<reliagram>) lines(<reliagram>) autoplot(<reliagram>)

S3 Methods for a Reliagram (Extended Reliability Diagram)

stat_rootogram() geom_rootogram() stat_rootogram_expected() geom_rootogram_expected() GeomRootogramExpected geom_rootogram_ref() stat_rootogram_confint() geom_rootogram_confint()

geom_* and stat_* for Producing PIT Histograms with `ggplot2`

stat_pithist() geom_pithist() stat_pithist_expected() geom_pithist_expected() stat_pithist_confint() geom_pithist_confint() stat_pithist_simint() geom_pithist_simint()

geom_* and stat_* for Producing PIT Histograms with `ggplot2`

geom_qqrplot() stat_qqrplot_simint() geom_qqrplot_simint() stat_qqrplot_ref() geom_qqrplot_ref() geom_qqrplot_confint() GeomQqrplotConfint

geom_* and stat_* for Producing Quantile Residual Q-Q Plots with `ggplot2`

topmodels()

Plotting Graphical Evaluation Tools for Probabilistic Models

Interfacs to models/distributions

Empirical() pempirical() dempirical() qempirical() rempirical() mean(<Empirical>) variance(<Empirical>) skewness(<Empirical>) kurtosis(<Empirical>) random(<Empirical>) pdf(<Empirical>) log_pdf(<Empirical>) cdf(<Empirical>) quantile(<Empirical>) support(<Empirical>)

Create an Empirical distribution

Data sets

SerumPotassium

Serum Potassium Levels

VolcanoHeights

Tukey's Volcano Heights