murphydiagram: Murphy Diagrams for Forecast Comparisons

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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).

Author
Alexander Jordan, Fabian Krueger
Date of publication
2016-02-01 14:15:22
Maintainer
Fabian Krueger <Fabian.Krueger83@gmail.com>
License
GPL-3
Version
0.11
URLs

View on CRAN

Man pages

datasets
Data sets with forecasts and realizations
diagram
Murphy diagrams to visualize forecast comparisons
example
Analytical Expressions from the Synthetic Example in Section...
fluctuation
Fluctuation test
scores
Scoring functions

Files in this package

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