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.
