Isotonic Distributional Regression (IDR)

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Documentation for package ‘isodistrreg’ version 0.6.0

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isodistrreg-package Isotonic distributional regression (IDR)
bscore Brier score for forecast probability of threshold exceedance
cdf Cumulative distribution function (CDF) of IDR or raw forecasts
cdf.data.frame Cumulative distribution function (CDF) of IDR or raw forecasts
cdf.idr Cumulative distribution function (CDF) of IDR or raw forecasts
crps Continuous ranked probability score (CRPS)
crps.data.frame Continuous ranked probability score (CRPS)
crps.idr Continuous ranked probability score (CRPS)
dindexm Distributional index model (DIM)
idr Fit IDR to training data
idrbag Compute IDR predictions with (su)bagging
isodistrreg Isotonic distributional regression (IDR)
isotonic_regression Isotonic mean regression
isotonic_regression_impl Compute the isotonic regression for the mean for totally ordered covariates.
pit Probability integral transform (PIT)
pit.data.frame Probability integral transform (PIT)
pit.idr Probability integral transform (PIT)
plain_survival_isotonic_distributional_regression Compute the plain survival IDR for totally ordered co-variates under the hazard rate order assumption for censored data. Note that the hazard rate order is needed for the method to be consistent, but that the returned solution likely doesn't satisfy this assumption.
plain_survival_isotonic_distributional_regression_threshold Compute an isotonic regression of a probability given by Kaplan-Meier estimators (= one threshold of the plain survival IDR data). Note that this is the non-recursive version that is consistent only under the hazard rate order assumption.
plot.idr Plot IDR predictions
predict.dindexfit Predict method for distributional index model (DIM)
predict.idrfit Predict method for IDR fits
qpred Quantile function of IDR or raw forecasts
qpred.data.frame Quantile function of IDR or raw forecasts
qpred.idr Quantile function of IDR or raw forecasts
qscore Quantile scores for IDR or raw forecasts
rain Frankfurt airport precipitation data
survival_isotonic_distributional_regression_threshold Compute an isotonic regression of a probability given by Kaplan-Meier estimators (= one threshold of S-IDR).
warn_once Helper to warn once per session Warn only once per session