The R package topmodels provides unified infrastructure for probabilistic models and distributional regressions:
procast: Probabilistic forecasting (in-sample and out-of-sample) of
probabilities, densities, quantiles, and moments.proresiduals: Probabilistic residuals, e.g., (randomized) quantile
residuals, PIT or Pearson residuals.proscore: Probabilistic scoring rules, e.g., log-score (or
log-likelihood), (continuous) ranked probability score, etc.rootogram, pithist, qqrplot, reliagram: 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, nbreg, crch, betareg, and more to come.
