Unified infrastructure for probabilistic models and distributional regressions: Probabilistic forecasting of in-sample and out-of-sample of probabilities, densities, quantiles, and moments. Probabilistic residuals and scoring via log-score (or log-likelihood), (continuous) ranked probability score, etc. Diagnostic graphics like rootograms, PIT histograms, (randomized) quantile residual Q-Q plots, and reliagrams (reliability diagrams).
Modular object-oriented implementation with support for many model objects, including lm
, glm
, glm.nb
, gamlss
, bamlss
, hurdle
, zeroinfl
, zerotrunc
, crch
, betareg
, and more to come.
Rootogram
PIT histogram
Reliagram
Q-Q residuals plot