PointFore (0.2.0)

0 users

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, ) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) for more details on the identification and estimation of a directive behind a point forecast.

Maintainer: Patrick Schmidt
Author(s): Patrick Schmidt [aut, cre]

License: CC0

Uses: boot, car, ggplot2, gmm, lubridate, MASS, sandwich, testthat, knitr, rmarkdown, spelling

Released about 1 year ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of PointFore yet. Want to be the first? Write one now.

Related packages:(20 best matches, based on common tags.)

Search for PointFore on google, google scholar, r-help, r-devel.

Visit PointFore on R Graphical Manual.