Man pages for scoringfunctions
A Collection of Loss Functions for Assessing Point Forecasts
| aerr_sf | Absolute error scoring function |
| aperr_sf | Absolute percentage error scoring function |
| bmedian_sf | beta-median scoring function |
| bregman1_sf | Bregman scoring function (type 1) |
| bregman2_sf | Bregman scoring function (type 2, Patton scoring function) |
| bregman3_sf | Bregman scoring function (type 3, QLIKE scoring function) |
| bregman4_sf | Bregman scoring function (type 4, Patton scoring function) |
| capping_function | Capping function |
| errorspread_sf | Error - spread scoring function |
| expectile_if | Expectile identification function |
| expectile_rs | Realised expectile score |
| expectile_sf | Asymmetric piecewise quadratic scoring function (expectile... |
| ghuber_sf | Generalized Huber scoring function |
| gpl1_sf | Generalized piecewise linear power scoring function (type 1) |
| gpl2_sf | Generalized piecewise linear power scoring function (type 2) |
| hubermean_if | Huber mean identification function |
| huberquantile_if | Huber quantile identification function |
| huber_rs | Mean Huber score |
| huber_sf | Huber scoring function |
| interval_sf | Interval scoring function (Winkler scoring function) |
| linex_sf | LINEX scoring function |
| lqmean_sf | L_q-mean scoring function |
| lqquantile_sf | L_q-quantile scoring function |
| mae | Mean absolute error (MAE) |
| maelog_sf | MAE-LOG scoring function |
| maesd_sf | MAE-SD scoring function |
| mape | Mean absolute percentage error (MAPE) |
| mean_if | Mean identification function |
| meanlog_if | Log-transformed identification function |
| mre | Mean relative error (MRE) |
| mse | Mean squared error (MSE) |
| mspe | Mean squared percentage error (MSPE) |
| msre | Mean squared relative error (MSRE) |
| mv_if | Mean - variance identification function |
| mv_sf | Mean - variance scoring function |
| nmoment_if | n-th moment identification function |
| nmoment_sf | n-th moment scoring function |
| nse | Nash-Sutcliffe efficiency (NSE) |
| obsweighted_sf | Observation-weighted scoring function |
| quantile_if | Quantile identification function |
| quantile_level | Sample quantile level function |
| quantile_rs | Realised quantile score |
| quantile_sf | Asymmetric piecewise linear scoring function (quantile... |
| relerr_sf | Relative error scoring function (MAE-PROP scoring function) |
| scoringfunctions-package | Overview of the functions in the scoringfunctions package |
| serrexp_sf | Squared error exp scoring function |
| serrlog_sf | Squared error log scoring function |
| serrpower_sf | Squared error of power transformations scoring function |
| serr_sf | Squared error scoring function |
| serrsq_sf | Squared error of squares scoring function |
| sperr_sf | Squared percentage error scoring function |
| srelerr_sf | Squared relative error scoring function |
