R/gpl2_sf.R

In scoringfunctions: A Collection of Loss Functions for Assessing Point Forecasts

Defines functions gpl2_sf

Documented in gpl2_sf

gpl2_sf <- function(x, y, p)
{
    err <- log(x) - log(y)
    
    (p * pmax(-err, 0) + (1 - p) * pmax(err, 0))
}

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