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-any)murphydiagram_0.12.2.zip(r-4.6-any)murphydiagram_0.12.2.zip(r-4.5-any)
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:

inflation_mean - Data sets with forecasts and realizations
recession_probability - Data sets with forecasts and realizations

On CRAN:

3.52 score 3 stars 22 scripts 203 downloads 8 exports 0 dependencies

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

Target	Result	Time
linux-devel	OK	91
source / vignettes	OK	147
linux-release	OK	96
macos-release	OK	90
macos-oldrel	OK	76
windows-devel	OK	55
windows-release	OK	59
windows-oldrel	OK	69
wasm-release	OK	66

Exports:apl_score ase_score expected_score_mean expected_score_quantile extremal_score fluctuation_test murphydiagram murphydiagram_diff

Dependencies:

Citation

Development and contributors

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