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
crch, and more to come.
Q-Q residuals plot