Other packages > Find by keyword >

PointFore  

Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles
View on CRAN: Click here


Download and install PointFore package within the R console
Install from CRAN:
install.packages("PointFore")

Install from Github:
library("remotes")
install_github("cran/PointFore")

Install by package version:
library("remotes")
install_version("PointFore", "0.2.0")



Attach the package and use:
library("PointFore")
Maintained by
Patrick Schmidt
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-02-22
Latest Update: 2019-02-22
Description:
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.
How to cite:
Patrick Schmidt (2019). PointFore: Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles. R package version 0.2.0, https://cran.r-project.org/web/packages/PointFore. Accessed 07 Nov. 2024.
Previous versions and publish date:
No previous versions
Other packages that cited PointFore R package
View PointFore citation profile
Other R packages that PointFore depends, imports, suggests or enhances
Complete documentation for PointFore
Functions, R codes and Examples using the PointFore R package
Some associated functions: GDP . PointFore . constant . estimate.functional . expectiles . lag . logistic_linear . plot.pointfore . precipitation . probit_break . probit_linear . probit_spline2 . probit_spline3 . quantiles . summary.pointfore . 
Some associated R codes: PointFore.R . data.R . dependencies.R . estimate_functional.R . plot.R .  Full PointFore package functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

con2aqi  
Calculate the AQI from Pollutant Concentration
To calculate the AQI (Air Quality Index) from pollutant concentration data. O3, PM2.5, PM10, CO, SO ...
Download / Learn more Package Citations See dependency  
bacondecomp  
Goodman-Bacon Decomposition
Decomposition for differences-in-differences with variation in treatment timing from Goodman-Bacon ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
robregcc  
Robust Regression with Compositional Covariates
We implement the algorithm estimating the parameters of the robust regression model with composition ...
Download / Learn more Package Citations See dependency  

23,092

R Packages

198,677

Dependencies

62,675

Author Associations

23,089

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA