rtForecastEval: Evaluate the Discrepancy Between Two Real-Time Updated
Probabilistic Forecasts
Methods from Yeh, Rice, and Dubin (2022) <doi:10.1080/00031305.2021.1967781> for comparing two continuously updated probabilistic
forecasts under squared (Brier) loss: pointwise loss and variance, a global delta test (Monte Carlo p-values), simulation designs, and a naive
pointwise band plot.
| Version: |
0.1.0 |
| Imports: |
dplyr (≥ 1.0.1), ggplot2 (≥ 3.3.2), stats (≥ 4.0.3), tidyr (≥ 1.1.1), RSpectra (≥ 0.16.0), rlist (≥ 0.4.6.1), purrr (≥
0.3.4), MASS (≥ 7.3-52) |
| Suggests: |
pkgload (≥ 1.2.0), knitr (≥ 1.28.0), readr (≥ 1.3.1), reshape2 (≥ 1.4.4), rmarkdown (≥ 2.1.0), gridExtra (≥
2.3.0), tibble (≥ 3.0.3), sde |
| Published: |
2026-04-28 |
| DOI: |
10.32614/CRAN.package.rtForecastEval (may not be active yet) |
| Author: |
Chi-Kuang Yeh 
[aut, cre],
Gregory Rice [ctb, ths],
Joel A. Dubin [ctb, ths] |
| Maintainer: |
Chi-Kuang Yeh <cyeh at gsu.edu> |
| BugReports: |
https://github.com/chikuang/rtForecastEval/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/chikuang/rtForecastEval |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
rtForecastEval results |
Documentation:
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