murphydiagram: Murphy Diagrams for Forecast Comparisons

Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings', JRSS-B, 2016 <DOI:10.1111/rssb.12154>).

Getting started

Package details

AuthorAlexander Jordan, Fabian Krueger
MaintainerFabian Krueger <Fabian.Krueger83@gmail.com>
LicenseGPL-3
Version0.12.2
URL https://sites.google.com/site/fk83research/code
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("murphydiagram")

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murphydiagram documentation built on Dec. 6, 2019, 5:12 p.m.