knitr::opts_chunk$set(echo = FALSE, message=FALSE, warning=FALSE, cache=TRUE, dev.args=list(bg=grey(0.9), pointsize=11))
Use \alert
to \alert{highlight} some text
summary(cars)
plot(pressure)
Quantile score for observation $y$. For $0<p<1$:
\begin{block}{} [ S(y_t,q_t(p)) = \left{ \begin{array}{rl} p(y_t-q_t(p)) & \text{if $y_t \ge q_t(p)$}\ (1-p)(q_t(p)-y_t) & \text{if $y_t < q_t(p)$} \end{array}\right. ] \end{block}
Average score over all percentiles gives the best distribution forecast: [ QS = \frac{1}{99T}\sum_{p=1}^{99}\sum_{t=1}^T S(q_t(p),y_t) ]
The following code generates the plot on the next slide (taken from
help(bxp)
and modified slightly):
\small
library(stats) set.seed(753) bx.p <- boxplot(split(rt(100, 4), gl(5, 20)), plot=FALSE) bxp(bx.p, notch = FALSE, boxfill = "orange", frame = FALSE, outl = TRUE, main = "Example from help(bxp)")
library(stats) set.seed(753) bx.p <- boxplot(split(rt(100, 4), gl(5, 20)), plot=FALSE) bxp(bx.p, notch = FALSE, boxfill = "orange", frame = FALSE, outl = TRUE, main = "Example from help(bxp)")
A simple knitr::kable
example:
\small
knitr::kable(mtcars[1:4, 1:7], caption="(Parts of) the mtcars dataset")
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