TD
Timo Dimitriadis
5 packages
On CRAN since Aug 2017 (8 years) · last active 2 years ago
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Diagnostic Graphics to Evaluate Forecast Performance
Diagnostic Graphics to Evaluate Forecast Performance
Expected Shortfall Backtesting
Joint Quantile and Expected Shortfall Regression
Joint Quantile and Expected Shortfall Regression
Calibration Bands
Calibration Bands
Reliability Diagrams Using Isotonic Regression
Joint Quantile and Expected Shortfall Regression
Reliability Diagrams Using Isotonic Regression
Co-authored Packages
5 packages
| Package | Version |
|---|---|
| reliabilitydiag | 0.2.1 |
| esreg | 0.6.2 |
| calibrationband | 0.2.1 |
| esback | 0.3.1 |
| triptych | 0.1.3 |