Man pages for scoringfunctions
Loss Functions for Assessing Point Forecasts

aerr_sfAbsolute error scoring function
aperr_sfAbsolute percentage error scoring function
bmedian_rsRealised beta-median score
bmedian_sfbeta-median scoring function
bregman1_rsRealised Bregman score (type 1)
bregman1_sfBregman scoring function (type 1)
bregman2_rsRealised Bregman score (type 2, Patton score)
bregman2_sfBregman scoring function (type 2, Patton scoring function)
bregman3_sfBregman scoring function (type 3, QLIKE scoring function)
bregman4_rsRealised Bregman score (type 4, Patton score)
bregman4_sfBregman scoring function (type 4, Patton scoring function)
capping_functionCapping function
errorspread_sfError - spread scoring function
expectile_ifExpectile identification function
expectile_rsRealised expectile score
expectile_sfAsymmetric piecewise quadratic scoring function (expectile...
ghuber_rsRealised generalized Huber score
ghuber_sfGeneralized Huber scoring function
gpl1_rsRealised generalized piecewise linear power score (type 1)
gpl1_sfGeneralized piecewise linear power scoring function (type 1)
gpl2_rsRealised generalized piecewise linear power score (type 2)
gpl2_sfGeneralized piecewise linear power scoring function (type 2)
hubermean_ifHuber mean identification function
huberquantile_ifHuber quantile identification function
huber_rsRealised Huber score
huber_sfHuber scoring function
interval_sfInterval scoring function (Winkler scoring function)
linex_rsRealised LINEX score
linex_sfLINEX scoring function
lqmean_rsRealised L_q-mean score
lqmean_sfL_q-mean scoring function
lqquantile_rsRealised L_q-quantile score
lqquantile_sfL_q-quantile scoring function
maeMean absolute error (MAE)
maelog_rsRealised MAE-LOG score
maelog_sfMAE-LOG scoring function
maesd_rsRealised MAE-SD score
maesd_sfMAE-SD scoring function
mapeMean absolute percentage error (MAPE)
meanexp_ifExp-transformed identification function
mean_ifMean identification function
meanlog_ifLog-transformed identification function
meanpower_ifPower-transformed identification function
mreMean relative error (MRE)
mseMean squared error (MSE)
mspeMean squared percentage error (MSPE)
msreMean squared relative error (MSRE)
mv_ifMean - variance identification function
mv_sfMean - variance scoring function
nmoment_ifn-th moment identification function
nmoment_rsRealised n-th moment score
nmoment_sfn-th moment scoring function
nseNash-Sutcliffe efficiency (NSE)
obsweighted_rsRealised observation-weighted score
obsweighted_sfObservation-weighted scoring function
powerweighted_ifPower-weighted identification function
powerweighted_sfPower-weighted squared error scoring function
qlikeQLIKE
quantile_ifQuantile identification function
quantile_levelSample quantile level function
quantile_rsRealised quantile score
quantile_sfAsymmetric piecewise linear scoring function (quantile...
relerr_sfRelative error scoring function (MAE-PROP scoring function)
scoringfunctions-packageOverview of the functions in the scoringfunctions package
serrexp_rsRealised squared error exp score
serrexp_sfSquared error exp scoring function
serrlog_rsRealised squared error log score
serrlog_sfSquared error log scoring function
serrpower_rsRealised squared error of power transformations score
serrpower_sfSquared error of power transformations scoring function
serr_sfSquared error scoring function
serrsq_rsRealised squared error of squares score
serrsq_sfSquared error of squares scoring function
sperr_sfSquared percentage error scoring function
srelerr_sfSquared relative error scoring function
scoringfunctions documentation built on Aug. 30, 2026, 5:07 p.m.