rtForecastEval
Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | rtForecastEval_0.1.0.tar.gz |
990.1 KiB |
0.1.0 |
rolling linux/noble R-4.5 | rtForecastEval_0.1.0.tar.gz |
990.1 KiB |
0.1.0 |
rolling source/ R- | rtForecastEval_0.1.0.tar.gz |
941.4 KiB |
0.1.0 |
latest linux/jammy R-4.5 | rtForecastEval_0.1.0.tar.gz |
990.1 KiB |
0.1.0 |
latest linux/noble R-4.5 | rtForecastEval_0.1.0.tar.gz |
990.1 KiB |
0.1.0 |
latest source/ R- | rtForecastEval_0.1.0.tar.gz |
941.4 KiB |
0.1.0 |
2026-04-23 source/ R- | rtForecastEval_0.1.0.tar.gz |
0 B |