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Description

Murphy Diagrams for Forecast Comparisons.

Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings', JRSS-B, 2016 <DOI:10.1111/rssb.12154>).

murphydiagram

R package with data and programs for the paper by Ehm, Gneiting, Jordan and Krüger (2016).

The package source file and supporting documents can be found at https://sites.google.com/site/fk83research/code.

Ehm, W., Gneiting, T., Jordan, A. and Krueger, F. (2016): Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings. Journal of the Royal Statistical Society (Series B) 78, 1-29. Open access via http://onlinelibrary.wiley.com/doi/10.1111/rssb.12154/abstract.

Metadata

Version

0.12.2

License

Unknown

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