Infrastructure for Forecasting and Assessment of Probabilistic Models

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 Probabilistic model evaluation with topmodels: Rootogram

PIT histogram Probabilistic model evaluation with topmodels: PIT Histogram

Reliagram Probabilistic model evaluation with topmodels: Reliagram

Q-Q residuals plot Probabilistic model evaluation with topmodels: Q-Q residuals plot