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:Alexander Jordan, Fabian Krueger

murphydiagram_0.12.2.tar.gz
murphydiagram_0.12.2.zip(r-4.7)murphydiagram_0.12.2.zip(r-4.6)murphydiagram_0.12.2.zip(r-4.5)
murphydiagram_0.12.2.tgz(r-4.6-any)murphydiagram_0.12.2.tgz(r-4.5-any)
murphydiagram_0.12.2.tar.gz(r-4.7-any)murphydiagram_0.12.2.tar.gz(r-4.6-any)
murphydiagram_0.12.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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

Datasets:

On CRAN:

Conda:

3.50 score 3 stars 21 scripts 144 downloads 8 exports 0 dependencies

Last updated from:f944fc1899. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK99
source / vignettesOK133
linux-release-x86_64OK86
macos-release-arm64OK82
macos-oldrel-arm64OK64
windows-develOK72
windows-releaseOK81
windows-oldrelOK50
wasm-releaseOK80

Exports:apl_scorease_scoreexpected_score_meanexpected_score_quantileextremal_scorefluctuation_testmurphydiagrammurphydiagram_diff

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Data sets with forecasts and realizationsinflation_mean recession_probability
Fluctuation testfluctuation_test
Murphy diagrams to visualize forecast comparisonsmurphydiagram murphydiagram_diff
Scoring functionsapl_score ase_score extremal_score
Analytical Expressions from the Synthetic Example in Section 3.3 and Appendix Bexpected_score_mean expected_score_quantile