R: Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles

# Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles

## Documentation for package ‘PointFore’ version 0.2.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

PointFore-package | PointFore: A package for estimating state-dependent quantile and expectile levels from a time series of point forecasts and observations
constant | Constant specification model
estimate.functional | Estimate Functional
expectiles | Identification function for state-dependent expectiles
GDP | real GDP realized values and one quarter ahead Greenbook forecasts (1969-2012)
lag | Lagging variables for use in estimate functional
logistic_linear | linear logistic specification model
plot.pointfore | Plots object of class "pointfore"
PointFore | PointFore: A package for estimating state-dependent quantile and expectile levels from a time series of point forecasts and observations
precipitation | daily accumulated precipitation (in millimeter) at London, UK and 24-hours-ahead forecasts of the ECMWF (1969-2011)
probit_break | probit break specification model with probit link
probit_linear | linear specification model with probit link
probit_spline2 | quadratic spline specification model with probit link
probit_spline3 | cubic spline specification model with probit link
quantiles | Identification function for state-dependent quantiles
summary.pointfore | Method for object of class pointfore