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).

Install the latest version of this package by entering the following in R:
install.packages("murphydiagram")
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

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