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scoringfunctions: Loss Functions for Assessing Point Forecasts
Implements consistent loss functions and the corresponding identification functions for point forecasts, including those of the mean, the median, quantiles, expectiles, moments and Huber functionals (Gneiting T (2011) <doi:10.1198/jasa.2011.r10138>; Fissler T, Ziegel JF (2016) <doi:10.1214/16-AOS1439>). Pointwise losses and realised average scores are both available. Detailed documentation of the functions' properties is included for facilitating the interpretation of results.
Getting started
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Package details |
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| Author | Hristos Tyralis [aut, cre] (ORCID: <https://orcid.org/0000-0002-8932-4997>), Georgia Papacharalampous [aut] (ORCID: <https://orcid.org/0000-0001-5446-954X>) |
| Maintainer | Hristos Tyralis <montchrister@gmail.com> |
| License | GPL-3 |
| Version | 1.2 |
| Package repository | View on CRAN |
| Installation |
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