PointFore
Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles
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, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the identification and estimation of a directive behind a point forecast.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
rolling linux/jammy R-4.5 | PointFore_0.2.0.tar.gz |
175.3 KiB |
0.2.0 |
rolling linux/noble R-4.5 | PointFore_0.2.0.tar.gz |
175.0 KiB |
0.2.0 |
rolling source/ R- | PointFore_0.2.0.tar.gz |
134.2 KiB |
0.2.0 |
latest linux/jammy R-4.5 | PointFore_0.2.0.tar.gz |
175.3 KiB |
0.2.0 |
latest linux/noble R-4.5 | PointFore_0.2.0.tar.gz |
175.0 KiB |
0.2.0 |
latest source/ R- | PointFore_0.2.0.tar.gz |
134.2 KiB |
0.2.0 |
2026-04-26 source/ R- | PointFore_0.2.0.tar.gz |
134.2 KiB |
0.2.0 |
2026-04-23 source/ R- | PointFore_0.2.0.tar.gz |
134.2 KiB |
0.2.0 |
2026-04-09 windows/windows R-4.5 | PointFore_0.2.0.zip |
179.9 KiB |
0.2.0 |
2025-04-20 source/ R- | PointFore_0.2.0.tar.gz |
134.2 KiB |