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R package with data and programs for the paper by Ehm, Gneiting, Jordan and Krüger (2016).
The package source file and supporting documents can be found at https://sites.google.com/site/fk83research/code.
Ehm, W., Gneiting, T., Jordan, A. and Krueger, F. (2016): Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings. Journal of the Royal Statistical Society (Series B) 78, 1-29. Open access via http://onlinelibrary.wiley.com/doi/10.1111/rssb.12154/abstract.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.