Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts

Documentation for package ‘rtForecastEval’ version 0.1.0

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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