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isodistrreg (version 0.1.0)

Isotonic Distributional Regression (IDR)

Description

Distributional regression under stochastic order restrictions for numeric and binary response variables and partially ordered covariates. See Henzi, Ziegel, Gneiting (2020) .

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Install

install.packages('isodistrreg')

Monthly Downloads

147

Version

0.1.0

License

GPL (>= 2)

Issues

0

Pull Requests

0

Stars

16

Forks

2

Maintainer

Alexander Henzi

Last Published

March 22nd, 2021

Functions in isodistrreg (0.1.0)

isodistrreg-package

Isotonic distributional regression (IDR)
compOrd

Componentwise partial order relation
idr

Fit IDR to training data
dindexm

Distributional index model (DIM)
bscore

Brier score for forecast probability of threshold exceedance
crps

Continuous ranked probability score (CRPS)
qscore

Quantile scores for IDR or raw forecasts
qpred

Quantile function of IDR or raw forecasts
multivHazardLoop

Loop for multivariate estimation under hazard ratio ordering (experimental, will possibly me modified)
.onUnload

Unload dll when package is unloaded
predict.idrfit

Predict method for IDR fits
cdf

Cumulative distribution function (CDF) of IDR or raw forecasts
plot.idr

Plot IDR predictions
predict.dindexfit

Predict method for distributional index model (DIM)
neighborPoints

Neighbor points with respect to componentwise order
prepareData

Prepare data for IDR modeling with given orders
trReduc

Transitive Reduction of path matrix
pit

Probability integral transform (PIT)
rain

Frankfurt airport precipitation data
idrbag

Compute IDR predictions with (su)bagging
reexports

Objects exported from other packages