PointFore
Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles
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,
- Version0.2.0
- R version≥ 3.2.0
- LicenseCC0
- Needs compilation?No
- Languageen-US
- Last release02/22/2019
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Team
Patrick Schmidt
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- Depends1 package
- Imports8 packages
- Suggests4 packages