Package: murphydiagram 0.12.2
murphydiagram: Murphy Diagrams for Forecast Comparisons
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings', JRSS-B, 2016 <doi:10.1111/rssb.12154>).
Authors:
murphydiagram_0.12.2.tar.gz
murphydiagram_0.12.2.zip(r-4.5)murphydiagram_0.12.2.zip(r-4.4)murphydiagram_0.12.2.zip(r-4.3)
murphydiagram_0.12.2.tgz(r-4.4-any)murphydiagram_0.12.2.tgz(r-4.3-any)
murphydiagram_0.12.2.tar.gz(r-4.5-noble)murphydiagram_0.12.2.tar.gz(r-4.4-noble)
murphydiagram_0.12.2.tgz(r-4.4-emscripten)murphydiagram_0.12.2.tgz(r-4.3-emscripten)
murphydiagram.pdf |murphydiagram.html✨
murphydiagram/json (API)
| # Install 'murphydiagram' in R: |
| install.packages('murphydiagram', repos = c('https://fk83.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/fk83/murphydiagram/issues
- inflation_mean - Data sets with forecasts and realizations
- recession_probability - Data sets with forecasts and realizations
Last updated 5 years agofrom:f944fc1899. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 05 2024 |
| R-4.5-win | OK | Sep 05 2024 |
| R-4.5-linux | OK | Sep 05 2024 |
| R-4.4-win | OK | Sep 05 2024 |
| R-4.4-mac | OK | Sep 05 2024 |
| R-4.3-win | OK | Sep 05 2024 |
| R-4.3-mac | OK | Sep 05 2024 |
Exports:apl_scorease_scoreexpected_score_meanexpected_score_quantileextremal_scorefluctuation_testmurphydiagrammurphydiagram_diff
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Data sets with forecasts and realizations | inflation_mean recession_probability |
| Fluctuation test | fluctuation_test |
| Murphy diagrams to visualize forecast comparisons | murphydiagram murphydiagram_diff |
| Scoring functions | apl_score ase_score extremal_score |
| Analytical Expressions from the Synthetic Example in Section 3.3 and Appendix B | expected_score_mean expected_score_quantile |
