scoringRules

scoring rules to evaluate probabilistic forecasts

https://github.com/fk83/scoringrules

Science Score: 23.0%

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Repository

scoring rules to evaluate probabilistic forecasts

Basic Info
  • Host: GitHub
  • Owner: FK83
  • Language: R
  • Default Branch: master
  • Size: 20.4 MB
Statistics
  • Stars: 63
  • Watchers: 5
  • Forks: 16
  • Open Issues: 1
  • Releases: 1
Created almost 12 years ago · Last pushed almost 2 years ago
Metadata Files
Readme

readme.md

CRAN_Status_Badge Downloads

scoringRules

An R package to compute scoring rules for fixed (parametric) and simulated forecast distributions. Authored by Alexander Jordan (Heidelberg Institute for Theoretical Studies (HITS)), Fabian Krüger (Karlsruhe Institute of Technology (KIT)), Sebastian Lerch (KIT and HITS) and Sam Allen (ETH Zürich), with contributions from Maximiliane Graeter (KIT).

Highlights

  • Coherent, dictionary-like reference for computing scoring rules in a wide range of situations
  • Previously unavailable closed-form expressions of the CRPS for many parametric distributions
  • Efficient implementation thanks to R and Rcpp
  • Whenever more than one implementation variant exists, we offer statistically principled default choices

Installation

CRAN version: r install.packages("scoringRules")

Development version (GitHub): ```r

install.packages("devtools")

library(devtools) install_github("FK83/scoringRules") ```

Background

Scoring rules are functions S(F, y) which evaluate the accuracy of a forecast distribution F, given that an outcome y was observed. The scoringRules package contains functions to compute scoring rules, for a variety of distributions F that come up in applied work, and several choices of S. Two main classes of distributions are

  • Parametric distributions like normal, t, and gamma. For example, most weather forecasts (which apply statistical postprocessing to physical models) take such a form.
  • Distributions that are not known analytically, but are indirectly described through a sample of simulaton draws. For example, Bayesian forecasts produced via Markov Chain Monte Carlo (MCMC) take this form.

We cover various scoring rules, including

  • the continuous ranked probability score and the logarithmic score
  • the energy and variogram scores for multivariate forecast distributions given by discrete samples
  • weighted scoring rules for (univariate or multivariate) forecast distributions given by discrete samples

Please refer to the package vignettes 'Evaluating Probabilistic Forecasts with scoringRules' and 'Weighted scoringRules' for details and references.

History

  • May 2023: Version 1.1, including threshold and outcome weighted scoring rules (Sam Allen)
  • August 2019: Version 1.0.0 on CRAN, vignette published in the Journal of Statistical Software
  • November 2017: Version 0.9.4 on CRAN, including a detailed vignette
  • July 2017: Vignette for closed-form expressions of the CRPS (Alexander Jordan), and functions for CRPS-based fitting of truncated/censored distributions
  • July 7, 2016: Version 0.9 published on CRAN
  • September 15, 2014: First commit

GitHub Events

Total
  • Issues event: 1
  • Watch event: 6
Last Year
  • Issues event: 1
  • Watch event: 6

Committers

Last synced: over 2 years ago

All Time
  • Total Commits: 599
  • Total Committers: 12
  • Avg Commits per committer: 49.917
  • Development Distribution Score (DDS): 0.609
Past Year
  • Commits: 46
  • Committers: 3
  • Avg Commits per committer: 15.333
  • Development Distribution Score (DDS): 0.457
Top Committers
Name Email Commits
aijordan a@j****e 234
Fabian Krüger F****3@g****m 173
Fabian f****3@g****m 68
fabian.krueger f****r@k****u 41
SL s****h@o****m 35
sallen12 s****n@s****h 19
aijordan a****n 15
slerch s****h@g****m 6
Alexander Jordan a****n@s****h 5
onnokleen m****l@o****e 1
Ciaran 4****g 1
Yihui Xie x****e@y****e 1
Committer Domains (Top 20 + Academic)

Issues and Pull Requests

Last synced: 11 months ago

All Time
  • Total issues: 10
  • Total pull requests: 52
  • Average time to close issues: 8 months
  • Average time to close pull requests: about 14 hours
  • Total issue authors: 9
  • Total pull request authors: 6
  • Average comments per issue: 1.9
  • Average comments per pull request: 0.06
  • Merged pull requests: 50
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 1
  • Pull requests: 2
  • Average time to close issues: N/A
  • Average time to close pull requests: 26 minutes
  • Issue authors: 1
  • Pull request authors: 1
  • Average comments per issue: 0.0
  • Average comments per pull request: 0.0
  • Merged pull requests: 2
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
  • bastistician (2)
  • dmi3kno (1)
  • kashif (1)
  • Ostovane (1)
  • ghurault (1)
  • hrlai (1)
  • groceryheist (1)
  • ciaran-g (1)
  • mbojan (1)
Pull Request Authors
  • aijordan (24)
  • slerch (19)
  • sallen12 (8)
  • onnokleen (1)
  • yihui (1)
  • ciaran-g (1)
Top Labels
Issue Labels
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Packages

  • Total packages: 1
  • Total downloads:
    • cran 3,257 last-month
  • Total docker downloads: 43,473
  • Total dependent packages: 8
  • Total dependent repositories: 14
  • Total versions: 13
  • Total maintainers: 1
cran.r-project.org: scoringRules

Scoring Rules for Parametric and Simulated Distribution Forecasts

  • Versions: 13
  • Dependent Packages: 8
  • Dependent Repositories: 14
  • Downloads: 3,257 Last month
  • Docker Downloads: 43,473
Rankings
Forks count: 4.6%
Stargazers count: 7.0%
Dependent packages count: 7.3%
Dependent repos count: 7.7%
Downloads: 7.8%
Average: 9.6%
Docker downloads count: 23.3%
Maintainers (1)
Last synced: 11 months ago

Dependencies

DESCRIPTION cran
  • R >= 3.00 depends
  • MASS * imports
  • Rcpp >= 0.12.0 imports
  • knitr * imports
  • methods * imports
  • crch * suggests
  • gsl >= 1.8 suggests
  • hypergeo >= 1.0 suggests
  • rmarkdown * suggests
  • testthat * suggests