R: Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts

# Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts

## Documentation for package ‘rtForecastEval’ version 0.1.0

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

rtForecastEval-package | rtForecastEval: Compare real-time probabilistic forecasts
(Brier-type) | rtForecastEval: Compare real-time probabilistic forecasts
(e.g. | rtForecastEval: Compare real-time probabilistic forecasts
(NBA | rtForecastEval: Compare real-time probabilistic forecasts
([`calc_L_s2()`]), | rtForecastEval: Compare real-time probabilistic forecasts
**delta | rtForecastEval: Compare real-time probabilistic forecasts
additional | rtForecastEval: Compare real-time probabilistic forecasts
and | rtForecastEval: Compare real-time probabilistic forecasts
associated | rtForecastEval: Compare real-time probabilistic forecasts
bands. | rtForecastEval: Compare real-time probabilistic forecasts
blocks | rtForecastEval: Compare real-time probabilistic forecasts
building | rtForecastEval: Compare real-time probabilistic forecasts
calc_eig | Leading eigenvalues for the delta test covariance
calc_L_s2 | Pointwise mean loss difference and variance
calc_pval | Monte Carlo p-value and quantiles for the delta test
calc_Z | Delta test statistic for comparing two forecasting methods
calibration | rtForecastEval: Compare real-time probabilistic forecasts
Carlo | rtForecastEval: Compare real-time probabilistic forecasts
companion | rtForecastEval: Compare real-time probabilistic forecasts
comparing | rtForecastEval: Compare real-time probabilistic forecasts
confidence | rtForecastEval: Compare real-time probabilistic forecasts
continuously | rtForecastEval: Compare real-time probabilistic forecasts
Core | rtForecastEval: Compare real-time probabilistic forecasts
covariance | rtForecastEval: Compare real-time probabilistic forecasts
data | rtForecastEval: Compare real-time probabilistic forecasts
designs | rtForecastEval: Compare real-time probabilistic forecasts
df_gen | Simulate real-time probabilistic forecasts (paper designs)
difference | rtForecastEval: Compare real-time probabilistic forecasts
draws | rtForecastEval: Compare real-time probabilistic forecasts
Dubin | rtForecastEval: Compare real-time probabilistic forecasts
eigenvalues | rtForecastEval: Compare real-time probabilistic forecasts
estimate | rtForecastEval: Compare real-time probabilistic forecasts
exports | rtForecastEval: Compare real-time probabilistic forecasts
for | rtForecastEval: Compare real-time probabilistic forecasts
forecasts | rtForecastEval: Compare real-time probabilistic forecasts
form | rtForecastEval: Compare real-time probabilistic forecasts
from | rtForecastEval: Compare real-time probabilistic forecasts
Implements | rtForecastEval: Compare real-time probabilistic forecasts
in | rtForecastEval: Compare real-time probabilistic forecasts
in-game | rtForecastEval: Compare real-time probabilistic forecasts
is | rtForecastEval: Compare real-time probabilistic forecasts
its | rtForecastEval: Compare real-time probabilistic forecasts
leading | rtForecastEval: Compare real-time probabilistic forecasts
lin_interp | Linear interpolation of a forecast trajectory onto a grid
loss | rtForecastEval: Compare real-time probabilistic forecasts
loss. | rtForecastEval: Compare real-time probabilistic forecasts
mean | rtForecastEval: Compare real-time probabilistic forecasts
Monte | rtForecastEval: Compare real-time probabilistic forecasts
naive | rtForecastEval: Compare real-time probabilistic forecasts
obtain | rtForecastEval: Compare real-time probabilistic forecasts
of | rtForecastEval: Compare real-time probabilistic forecasts
p-values | rtForecastEval: Compare real-time probabilistic forecasts
package | rtForecastEval: Compare real-time probabilistic forecasts
package; | rtForecastEval: Compare real-time probabilistic forecasts
paper; | rtForecastEval: Compare real-time probabilistic forecasts
plots) | rtForecastEval: Compare real-time probabilistic forecasts
plot_pcb | Naive pointwise confidence band for mean loss difference
pointwise | rtForecastEval: Compare real-time probabilistic forecasts
probabilistic | rtForecastEval: Compare real-time probabilistic forecasts
probabilities) | rtForecastEval: Compare real-time probabilistic forecasts
quantiles | rtForecastEval: Compare real-time probabilistic forecasts
related | rtForecastEval: Compare real-time probabilistic forecasts
replication | rtForecastEval: Compare real-time probabilistic forecasts
repository | rtForecastEval: Compare real-time probabilistic forecasts
reproduces | rtForecastEval: Compare real-time probabilistic forecasts
Rice, | rtForecastEval: Compare real-time probabilistic forecasts
rtForecastEval | rtForecastEval: Compare real-time probabilistic forecasts
separate | rtForecastEval: Compare real-time probabilistic forecasts
simulation | rtForecastEval: Compare real-time probabilistic forecasts
squared | rtForecastEval: Compare real-time probabilistic forecasts
statistic | rtForecastEval: Compare real-time probabilistic forecasts
statistical | rtForecastEval: Compare real-time probabilistic forecasts
steps: | rtForecastEval: Compare real-time probabilistic forecasts
surfaces, | rtForecastEval: Compare real-time probabilistic forecasts
test | rtForecastEval: Compare real-time probabilistic forecasts
test** | rtForecastEval: Compare real-time probabilistic forecasts
The | rtForecastEval: Compare real-time probabilistic forecasts
the | rtForecastEval: Compare real-time probabilistic forecasts
there. | rtForecastEval: Compare real-time probabilistic forecasts
this | rtForecastEval: Compare real-time probabilistic forecasts
tools | rtForecastEval: Compare real-time probabilistic forecasts
two | rtForecastEval: Compare real-time probabilistic forecasts
under | rtForecastEval: Compare real-time probabilistic forecasts
updated | rtForecastEval: Compare real-time probabilistic forecasts
used | rtForecastEval: Compare real-time probabilistic forecasts
variance | rtForecastEval: Compare real-time probabilistic forecasts
win | rtForecastEval: Compare real-time probabilistic forecasts
workflow, | rtForecastEval: Compare real-time probabilistic forecasts
Yeh, | rtForecastEval: Compare real-time probabilistic forecasts
[`calc_eig()`], | rtForecastEval: Compare real-time probabilistic forecasts
[`calc_pval()`]. | rtForecastEval: Compare real-time probabilistic forecasts
[`calc_Z()`], | rtForecastEval: Compare real-time probabilistic forecasts
[`df_gen()`] | rtForecastEval: Compare real-time probabilistic forecasts
[`plot_pcb()`] | rtForecastEval: Compare real-time probabilistic forecasts