Package: scoringfunctions 1.1

scoringfunctions: A Collection of Loss Functions for Assessing Point Forecasts

Implements multiple consistent scoring functions (Gneiting T (2011) <doi:10.1198/jasa.2011.r10138>) for assessing point forecasts and point predictions. Detailed documentation of scoring functions' properties is included for facilitating interpretation of results.

Authors:Hristos Tyralis [aut, cre], Georgia Papacharalampous [aut]

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scoringfunctions.pdf |scoringfunctions.html✨
scoringfunctions/json (API)

# Install 'scoringfunctions' in R:
install.packages('scoringfunctions', repos = c('https://hristostyr.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.48 score 1 stars 343 downloads 51 exports 0 dependencies

Last updated 30 days agofrom:c64ca440bc. Checks:9 OK. Indexed: yes.

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Exports:aerr_sfaperr_sfbmedian_sfbregman1_sfbregman2_sfbregman3_sfbregman4_sfcapping_functionerrorspread_sfexpectile_ifexpectile_rsexpectile_sfghuber_sfgpl1_sfgpl2_sfhuber_rshuber_sfhubermean_ifhuberquantile_ifinterval_sflinex_sflqmean_sflqquantile_sfmaemaelog_sfmaesd_sfmapemean_ifmeanlog_ifmremsemspemsremv_ifmv_sfnmoment_ifnmoment_sfnseobsweighted_sfquantile_ifquantile_levelquantile_rsquantile_sfrelerr_sfserr_sfserrexp_sfserrlog_sfserrpower_sfserrsq_sfsperr_sfsrelerr_sf

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
Overview of the functions in the scoringfunctions packagescoringfunctions-package
Absolute error scoring functionaerr_sf
Absolute percentage error scoring functionaperr_sf
beta-median scoring functionbmedian_sf
Bregman scoring function (type 1)bregman1_sf
Bregman scoring function (type 2, Patton scoring function)bregman2_sf
Bregman scoring function (type 3, QLIKE scoring function)bregman3_sf
Bregman scoring function (type 4, Patton scoring function)bregman4_sf
Capping functioncapping_function
Error - spread scoring functionerrorspread_sf
Expectile identification functionexpectile_if
Realised expectile scoreexpectile_rs
Asymmetric piecewise quadratic scoring function (expectile scoring function, expectile loss function)expectile_sf
Generalized Huber scoring functionghuber_sf
Generalized piecewise linear power scoring function (type 1)gpl1_sf
Generalized piecewise linear power scoring function (type 2)gpl2_sf
Mean Huber scorehuber_rs
Huber scoring functionhuber_sf
Huber mean identification functionhubermean_if
Huber quantile identification functionhuberquantile_if
Interval scoring function (Winkler scoring function)interval_sf
LINEX scoring functionlinex_sf
L_q-mean scoring functionlqmean_sf
L_q-quantile scoring functionlqquantile_sf
Mean absolute error (MAE)mae
MAE-LOG scoring functionmaelog_sf
MAE-SD scoring functionmaesd_sf
Mean absolute percentage error (MAPE)mape
Mean identification functionmean_if
Log-transformed identification functionmeanlog_if
Mean relative error (MRE)mre
Mean squared error (MSE)mse
Mean squared percentage error (MSPE)mspe
Mean squared relative error (MSRE)msre
Mean - variance identification functionmv_if
Mean - variance scoring functionmv_sf
n-th moment identification functionnmoment_if
n-th moment scoring functionnmoment_sf
Nash-Sutcliffe efficiency (NSE)nse
Observation-weighted scoring functionobsweighted_sf
Quantile identification functionquantile_if
Sample quantile level functionquantile_level
Realised quantile scorequantile_rs
Asymmetric piecewise linear scoring function (quantile scoring function, quantile loss function)quantile_sf
Relative error scoring function (MAE-PROP scoring function)relerr_sf
Squared error scoring functionserr_sf
Squared error exp scoring functionserrexp_sf
Squared error log scoring functionserrlog_sf
Squared error of power transformations scoring functionserrpower_sf
Squared error of squares scoring functionserrsq_sf
Squared percentage error scoring functionsperr_sf
Squared relative error scoring functionsrelerr_sf