calc_L_s2: Calculator for the Loss function and the corresponding...

In chikuang/evalRTPF: Evaluate the discrepancy between two Real-Time updated Probabilistic Forecasts

Calculator for the Loss function and the corresponding variance

Description

calc_L_s2() returns TBA

Usage

calc_L_s2(
  df,
  pA = "phat_1",
  pB = "phat_2",
  Y = "Y",
  grid = "grid",
  L = function(x, y) (x - y)^2
)

Arguments

df	TBA
pA	TBA
pB	TBA
Y	TBA
grid	TBA
L	TBA

Value

A value of the test statistics and the associated p-value between two sets of real-time probabilistic forecasts

chikuang/evalRTPF documentation built on May 18, 2024, 8:19 a.m.