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rtForecastEval  

Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rtForecastEval", "0.1.0")



Attach the package and use:
library("rtForecastEval")
Maintained by
Chi-Kuang Yeh
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-28
Latest Update: 2026-04-28
Description:
Methods from Yeh, Rice, and Dubin (2022) <doi:10.1080/00031305.2021.1967781> for comparing two continuously updated probabilistic forecasts under squared (Brier) loss: pointwise loss and variance, a global delta test (Monte Carlo p-values), simulation designs, and a naive pointwise band plot.
How to cite:
Chi-Kuang Yeh (2026). rtForecastEval: Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts. R package version 0.1.0, https://cran.r-project.org/web/packages/rtForecastEval. Accessed 24 Oct. 2026.
Previous versions and publish date:
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Complete documentation for rtForecastEval
Functions, R codes and Examples using the rtForecastEval R package
Full rtForecastEval package functions and examples
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