Package: PointFore
Type: Package
Title: Interpretation of Point Forecasts as State-Dependent Quantiles
        and Expectiles
Version: 0.2.0
Authors@R: person("Patrick", "Schmidt", email = "pschmidte@gmail.com", role = c("aut", "cre"))
Description: Estimate specification models for the state-dependent level of an optimal quantile/expectile forecast.
  Wald Tests and the test of overidentifying restrictions are implemented. Plotting of the estimated specification model is possible.
  The package contains two data sets with forecasts and realizations: the daily accumulated precipitation at London, UK from the high-resolution model of the
  European Centre for Medium-Range Weather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve.
  See Schmidt, Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the identification and estimation of a directive behind a point forecast.
License: CC0
Imports: gmm, boot, car, ggplot2, MASS, stats, lubridate, sandwich
Depends: R (>= 3.2.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
Suggests: knitr, rmarkdown, testthat, spelling
VignetteBuilder: knitr
Language: en-US
NeedsCompilation: no
Packaged: 2019-02-12 11:56:15 UTC; s4667477
Author: Patrick Schmidt [aut, cre]
Maintainer: Patrick Schmidt <pschmidte@gmail.com>
Repository: CRAN
Date/Publication: 2019-02-22 11:10:03 UTC
Built: R 4.6.0; ; 2026-04-25 14:05:21 UTC; unix
