A Collection of Scoring Functions for Assessing Point Forecasts

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Documentation for package ‘scoringfunctions’ version 0.0.7

• DESCRIPTION file.

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scoringfunctions-package	Overview of the functions in the scoringfunctions package
aerr_sf	Absolute error scoring function
aperr_sf	Absolute percentage error scoring function
bmedian_sf	beta-median scoring function
bregman1_sf	Bregman scoring function (type 1)
bregman2_sf	Bregman scoring function (type 2, Patton scoring function)
bregman3_sf	Bregman scoring function (type 3, QLIKE scoring function)
bregman4_sf	Bregman scoring function (type 4, Patton scoring function)
capping_function	Capping function
expectile_if	Expectile identification function
expectile_sf	Asymmetric piecewise quadratic scoring function (expectile scoring function, expectile loss function)
ghuber_sf	Generalized Huber scoring function
gpl1_sf	Generalized piecewise linear power scoring function (type 1)
gpl2_sf	Generalized piecewise linear power scoring function (type 2)
huber_sf	Huber scoring function
interval_sf	Interval scoring function (Winkler scoring function)
maelog_sf	MAE-LOG scoring function
maesd_sf	MAE-SD scoring function
mean_if	Mean identification function
mv_if	Mean - variance identification function
mv_sf	Mean - variance scoring function
nmoment_if	n-th moment identification function
nmoment_sf	n-th moment scoring function
obsweighted_sf	Observation-weighted scoring function
quantile_if	Quantile identification function
quantile_sf	Asymmetric piecewise linear scoring function (quantile scoring function, quantile loss function)
relerr_sf	Relative error scoring function (MAE-PROP scoring function)
serr_sf	Squared error scoring function
sperr_sf	Squared percentage error scoring function
srelerr_sf	Squared relative error scoring function