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  "Title": "Interpretation of Point Forecasts as State-Dependent Quantiles\nand Expectiles",
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  "Authors@R": "person(\"Patrick\", \"Schmidt\", email = \"pschmidte@gmail.com\", role = c(\"aut\", \"cre\"))",
  "Description": "Estimate specification models for the state-dependent\nlevel of an optimal quantile/expectile forecast. Wald Tests and\nthe test of overidentifying restrictions are implemented.\nPlotting of the estimated specification model is possible. The\npackage contains two data sets with forecasts and realizations:\nthe daily accumulated precipitation at London, UK from the\nhigh-resolution model of the European Centre for Medium-Range\nWeather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP\ngrowth Greenbook data by the US Federal Reserve. See Schmidt,\nKatzfuss and Gneiting (2015) <arXiv:1506.01917> for more\ndetails on the identification and estimation of a directive\nbehind a point forecast.",
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  "Repository": "https://schmidtpk.r-universe.dev",
  "Date/Publication": "2020-12-08 06:42:32 UTC",
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      "title": "PointFore: A package for estimating state-dependent quantile and expectile levels from a time series of point forecasts and observations",
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