Package: PointFore
Type: Package
Title: Interpretation of Point Forecasts as State-Dependent Quantiles
        and Expectiles
Version: 0.2.0.9000
Authors@R: person("Patrick", "Schmidt", email = "pschmidte@gmail.com", role = c("aut", "cre"))
Description: 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.
License: CC0
Imports: gmm, boot, car, ggplot2, MASS, stats, lubridate, sandwich
Depends: R (>= 3.2.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Suggests: knitr, rmarkdown, testthat, spelling
VignetteBuilder: knitr
Language: en-US
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://schmidtpk.r-universe.dev
Date/Publication: 2020-12-08 06:42:32 UTC
RemoteUrl: https://github.com/schmidtpk/pointfore
RemoteRef: HEAD
RemoteSha: c10c5cba01c4a53fc426158197b9181e463a39b2
NeedsCompilation: no
Packaged: 2026-07-09 08:16:41 UTC; root
Author: Patrick Schmidt [aut, cre]
Maintainer: Patrick Schmidt <pschmidte@gmail.com>