scoringfunctions: Loss Functions for Assessing Point Forecasts
Implements consistent loss functions and the corresponding identification functions for point forecasts, including those of the mean, the median, quantiles, expectiles, moments and Huber functionals (Gneiting T (2011) <doi:10.1198/jasa.2011.r10138>; Fissler T, Ziegel JF (2016) <doi:10.1214/16-AOS1439>). Pointwise losses and realised average scores are both available. Detailed documentation of the functions' properties is included for facilitating the interpretation of results.
| Version: | 1.2 |
| Depends: | R (≥ 4.0.0) |
| Published: | 2026-08-30 |
| DOI: | 10.32614/CRAN.package.scoringfunctions |
| Author: | Hristos Tyralis 
[aut, cre],
Georgia Papacharalampous
[aut] |
| Maintainer: | Hristos Tyralis <montchrister at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Citation: | scoringfunctions citation info |
| CRAN checks: | scoringfunctions results |
Documentation:
| Reference manual: | scoringfunctions.html , scoringfunctions.pdf |
Downloads:
| Package source: | scoringfunctions_1.2.tar.gz |
| Windows binaries: | r-devel: scoringfunctions_1.2.zip, r-release: scoringfunctions_1.2.zip, r-oldrel: scoringfunctions_1.2.zip |
| macOS binaries: | r-release (arm64): scoringfunctions_1.2.tgz, r-oldrel (arm64): scoringfunctions_1.2.tgz, r-release (x86_64): scoringfunctions_1.2.tgz, r-oldrel (x86_64): scoringfunctions_1.2.tgz |
| Old sources: | scoringfunctions archive |
Linking:
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