Package: PointFore 0.2.0.9000
PointFore: Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles
Estimate specification models for the state-dependent level of an optimal quantile/expectile forecast. Wald Tests and the test of overidentifying restrictions are implemented. Plotting of the estimated specification model is possible. The package contains two data sets with forecasts and realizations: the daily accumulated precipitation at London, UK from the high-resolution model of the European Centre for Medium-Range Weather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) <arxiv:1506.01917> for more details on the identification and estimation of a directive behind a point forecast.
Authors:
PointFore_0.2.0.9000.tar.gz
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PointFore.pdf |PointFore.html✨
PointFore/json (API)
NEWS
| # Install 'PointFore' in R: |
| install.packages('PointFore', repos = c('https://schmidtpk.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/schmidtpk/pointfore/issues
- GDP - Real GDP realized values and one quarter ahead Greenbook forecasts
- precipitation - Daily accumulated precipitation
Last updated 4 years agofrom:c10c5cba01. Checks:OK: 1 ERROR: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 26 2024 |
| R-4.5-win | ERROR | Oct 26 2024 |
| R-4.5-linux | ERROR | Oct 26 2024 |
| R-4.4-win | ERROR | Oct 26 2024 |
| R-4.4-mac | ERROR | Oct 26 2024 |
| R-4.3-win | ERROR | Oct 26 2024 |
| R-4.3-mac | ERROR | Oct 26 2024 |
Exports:constantestimate.functionalexpectileslaglogistic_linearprobit_breakprobit_linearprobit_spline2probit_spline3quantiles
Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2gluegmmgtableisobandlabelinglatticelifecyclelme4lubridatemagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpurrrquantregR6RColorBrewerRcppRcppEigenrlangsandwichscalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimechangeutf8vctrsviridisLitewithrzoo
GDP Greenbook forecasts
Rendered fromGDP.Rmdusingknitr::rmarkdownon Oct 26 2024.Last update: 2020-12-07
Started: 2019-01-23
Precipitation forecasts
Rendered fromPrecipitation.Rmdusingknitr::rmarkdownon Oct 26 2024.Last update: 2020-12-07
Started: 2018-12-28
Tutorial for PointFore
Rendered fromTutorial.Rmdusingknitr::rmarkdownon Oct 26 2024.Last update: 2019-02-12
Started: 2018-06-21
