Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts
Overview
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.
Install
Health
- OK13 OK2026-08-04
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK5 OK2026-04-29
Documentation
- Help pages
- 8includes a package overview page
- Examples that run
- 71%5 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 71%
- Return-value docs
- 100%
- Help pages citing references
- 100%
Downloads
Repository
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4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/chikuang/rtforecasteval on 2026-10-21.
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Dependencies
Installing rtForecastEval adds 37 packages (22 with compiled code, 40 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
People & History
- 0.1.0Latestfirst seen 2026-04-28 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First seen
- 2026-04-28
- Total releases
- 1 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 948 KB
Cite
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