Chi-Kuang Yeh, Gregory Rice, Joel A. Dubin
May 14, 2024
We develop methods to quantify the difference between two sets of probabilistic forecasts in square normed space, along with the graphical representations.
Currently evalRTPF is only available in R. We plan to develop Python, Julia and/or Matlab versions in the future.
devtools::install_github("chikuang/evalRTPF")Will be added soon.
- Add examples with graphical illustrations
- Add detailed descriptions
- Speed-up with RCPP components
- Upload to CRAN
- Yeh, C.-K., Rice, G. & Dubin, J.A. (2022). Evaluating real-time probabilistic forecasts with application to National Basketball Association outcome prediction, The American Statistician, 62, 75-92.