PointFore
0.2.1Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles
Overview
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) doi:10.48550/arXiv.1506.01917 for more details on the identification and estimation of a directive behind a point forecast.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-07-2713 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-06-090 OK · 13 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-080 OK · 12 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 80%
- References docs
- 0%
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Code & Tests
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People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.2.1Latest
- RR 4.6.0 released · 2026-04-24
- 0.2.02026-03-10
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2019-02-22
- Total releases
- 2 / 7 yrs
- License
- CC0
- Minimum R
- ≥ 3.2.0
- Bundled data
- 30 KB / 2 files
- Download size
- 136 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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