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', 2015).

AuthorAlexander Jordan, Fabian Krueger
Date of publication2016-02-01 14:15:22
MaintainerFabian Krueger <Fabian.Krueger83@gmail.com>
LicenseGPL-3
Version0.11
https://sites.google.com/site/fk83research/code

View on CRAN

Files

murphydiagram
murphydiagram/NAMESPACE
murphydiagram/data
murphydiagram/data/recession_probability.RData
murphydiagram/data/inflation_mean.RData
murphydiagram/R
murphydiagram/R/procs.R
murphydiagram/README.md
murphydiagram/MD5
murphydiagram/DESCRIPTION
murphydiagram/man
murphydiagram/man/scores.Rd murphydiagram/man/datasets.Rd murphydiagram/man/diagram.Rd murphydiagram/man/fluctuation.Rd murphydiagram/man/example.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.