Package: scoringfunctions 1.2

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.

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

scoringfunctions_1.2.tar.gz
scoringfunctions_1.2.zip(r-4.7-any)scoringfunctions_1.2.zip(r-4.6-any)scoringfunctions_1.2.zip(r-4.5-any)
scoringfunctions_1.2.tgz(r-4.6-any)scoringfunctions_1.2.tgz(r-4.5-any)
scoringfunctions_1.2.tar.gz(r-4.7-any)scoringfunctions_1.2.tar.gz(r-4.6-any)
scoringfunctions_1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
scoringfunctions/json (API)

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

On CRAN:

Conda:

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

1.00 score 1 stars 341 downloads 74 exports 0 dependencies

Last updated from:fb7faae96b. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK114
source / vignettesOK260
linux-releaseOK109
macos-releaseOK210
macos-oldrelOK161
windows-develOK77
windows-releaseOK69
windows-oldrelOK76
wasm-releaseOK97

Exports:aerr_sfaperr_sfbmedian_rsbmedian_sfbregman1_rsbregman1_sfbregman2_rsbregman2_sfbregman3_sfbregman4_rsbregman4_sfcapping_functionerrorspread_sfexpectile_ifexpectile_rsexpectile_sfghuber_rsghuber_sfgpl1_rsgpl1_sfgpl2_rsgpl2_sfhuber_rshuber_sfhubermean_ifhuberquantile_ifinterval_sflinex_rslinex_sflqmean_rslqmean_sflqquantile_rslqquantile_sfmaemaelog_rsmaelog_sfmaesd_rsmaesd_sfmapemean_ifmeanexp_ifmeanlog_ifmeanpower_ifmremsemspemsremv_ifmv_sfnmoment_ifnmoment_rsnmoment_sfnseobsweighted_rsobsweighted_sfpowerweighted_ifpowerweighted_sfqlikequantile_ifquantile_levelquantile_rsquantile_sfrelerr_sfserr_sfserrexp_rsserrexp_sfserrlog_rsserrlog_sfserrpower_rsserrpower_sfserrsq_rsserrsq_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
Realised beta-median scorebmedian_rs
beta-median scoring functionbmedian_sf
Realised Bregman score (type 1)bregman1_rs
Bregman scoring function (type 1)bregman1_sf
Realised Bregman score (type 2, Patton score)bregman2_rs
Bregman scoring function (type 2, Patton scoring function)bregman2_sf
Bregman scoring function (type 3, QLIKE scoring function)bregman3_sf
Realised Bregman score (type 4, Patton score)bregman4_rs
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
Realised generalized Huber scoreghuber_rs
Generalized Huber scoring functionghuber_sf
Realised generalized piecewise linear power score (type 1)gpl1_rs
Generalized piecewise linear power scoring function (type 1)gpl1_sf
Realised generalized piecewise linear power score (type 2)gpl2_rs
Generalized piecewise linear power scoring function (type 2)gpl2_sf
Realised 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
Realised LINEX scorelinex_rs
LINEX scoring functionlinex_sf
Realised L_q-mean scorelqmean_rs
L_q-mean scoring functionlqmean_sf
Realised L_q-quantile scorelqquantile_rs
L_q-quantile scoring functionlqquantile_sf
Mean absolute error (MAE)mae
Realised MAE-LOG scoremaelog_rs
MAE-LOG scoring functionmaelog_sf
Realised MAE-SD scoremaesd_rs
MAE-SD scoring functionmaesd_sf
Mean absolute percentage error (MAPE)mape
Mean identification functionmean_if
Exp-transformed identification functionmeanexp_if
Log-transformed identification functionmeanlog_if
Power-transformed identification functionmeanpower_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
Realised n-th moment scorenmoment_rs
n-th moment scoring functionnmoment_sf
Nash-Sutcliffe efficiency (NSE)nse
Realised observation-weighted scoreobsweighted_rs
Observation-weighted scoring functionobsweighted_sf
Power-weighted identification functionpowerweighted_if
Power-weighted squared error scoring functionpowerweighted_sf
QLIKEqlike
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
Realised squared error exp scoreserrexp_rs
Squared error exp scoring functionserrexp_sf
Realised squared error log scoreserrlog_rs
Squared error log scoring functionserrlog_sf
Realised squared error of power transformations scoreserrpower_rs
Squared error of power transformations scoring functionserrpower_sf
Realised squared error of squares scoreserrsq_rs
Squared error of squares scoring functionserrsq_sf
Squared percentage error scoring functionsperr_sf
Squared relative error scoring functionsrelerr_sf