rtForecastEval: Evaluate the Discrepancy Between Two Real-Time Updated Probabilistic Forecasts

Methods from Yeh, Rice, and Dubin (2022) <doi:10.1080/00031305.2021.1967781> for comparing two continuously updated probabilistic forecasts under squared (Brier) loss: pointwise loss and variance, a global delta test (Monte Carlo p-values), simulation designs, and a naive pointwise band plot.

Version: 0.1.0
Imports: dplyr (≥ 1.0.1), ggplot2 (≥ 3.3.2), stats (≥ 4.0.3), tidyr (≥ 1.1.1), RSpectra (≥ 0.16.0), rlist (≥ 0.4.6.1), purrr (≥ 0.3.4), MASS (≥ 7.3-52)
Suggests: pkgload (≥ 1.2.0), knitr (≥ 1.28.0), readr (≥ 1.3.1), reshape2 (≥ 1.4.4), rmarkdown (≥ 2.1.0), gridExtra (≥ 2.3.0), tibble (≥ 3.0.3), sde
Published: 2026-04-28
DOI: 10.32614/CRAN.package.rtForecastEval
Author: Chi-Kuang Yeh ORCID iD [aut, cre], Gregory Rice [ctb, ths], Joel A. Dubin [ctb, ths]
Maintainer: Chi-Kuang Yeh <cyeh at gsu.edu>
BugReports: https://github.com/chikuang/rtForecastEval/issues
License: GPL-3
URL: https://github.com/chikuang/rtForecastEval
NeedsCompilation: no
Materials: README
CRAN checks: rtForecastEval results

Documentation:

Reference manual: rtForecastEval.html , rtForecastEval.pdf
Vignettes: rtForecastEval guide (source, R code)

Downloads:

Package source: rtForecastEval_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: rtForecastEval_0.1.0.zip, r-oldrel: rtForecastEval_0.1.0.zip
macOS binaries: r-release (arm64): rtForecastEval_0.1.0.tgz, r-oldrel (arm64): rtForecastEval_0.1.0.tgz, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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