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ProbCast

ProbCast is an R Package under continuous development by researchers at the University of Strathclyde. It is a collection of functions for probabilistic forecasting (mainly wrappers for qunatile and semi-parametric regression model fitting functions), cross-validation, evaluation and visualisation. Central to ProbCast is the data class MultiQR, for storing the results of multiple quantile regression, and methods for working with MultiQR objects.

Set-up

You can install the latest version of ProbCast using:

# install.packages("devtools")
library(devtools)
install_github("jbrowell/ProbCast")

The latest release is:

DOI

It may be necessary to set the following:

Sys.setenv(R_REMOTES_NO_ERRORS_FROM_WARNINGS="true")

Usage

The package includes a script Example.R which demonstrates much of ProbCast's functionallity.

Guide for Contributors

Contributors should follow the following guidelines:

  • Open new branches when adding new functinoality, or making changes to exisig functions
  • Raise issues when adding functionality, and identifying and fixing bugs
  • Use rogygen to include documentation with each new function. Include helpful notes on all inputs, outputs, and wokrings of the function
  • Include helpful comments throughout code
  • Add yourself as @author to functions that you have "ownership" of
  • Invite others to review pull requests (check for documentation, back compatability, confilcts...)

Acknowledgements

Thanks to everyone who has contributed: Jethro Browell, Ciaran Gilbert, Gordon McFadzean, Rosemary Tawn.

Development of ProbCast has been supported by the following grants and organisations:

References

ProbCast was introduced in the following paper, and has sinced been used in multiple academic studies and to facilitate training in probabilistic forecasting for researchers and practitioners.

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ProbCast: an R Package for Flexible Probabilistic Forecasting

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