Estimate specification models for the state-dependent level of an optimal quantile/expectile forecast. Wald Tests and the test of overidentifying restrictions are implemented. Plotting of the estimated specification model is possible. The package contains two data sets with forecasts and realizations: the daily accumulated precipitation at London, UK from the high-resolution model of the European Centre for Medium-Range Weather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) <doi:10.48550/arXiv.1506.01917> for more details on the identification and estimation of a directive behind a point forecast.
Version: 0.2.0 Depends: R (≥ 3.2.0) Imports: gmm, boot, car, ggplot2, MASS, stats, lubridate, sandwich Suggests: knitr, rmarkdown, testthat, spelling Published: 2019-02-22 DOI: 10.32614/CRAN.package.PointFore Author: Patrick Schmidt [aut, cre] Maintainer: Patrick Schmidt <pschmidte at gmail.com> License: CC0 NeedsCompilation: no Language: en-US Materials: README CRAN checks: PointFore results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=PointFore to link to this page.
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