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scoringfunctions: Loss Functions for Assessing Point Forecasts

Implements consistent loss functions and the corresponding identification functions for point forecasts, including those of the mean, the median, quantiles, expectiles, moments and Huber functionals (Gneiting T (2011) <doi:10.1198/jasa.2011.r10138>; Fissler T, Ziegel JF (2016) <doi:10.1214/16-AOS1439>). Pointwise losses and realised average scores are both available. Detailed documentation of the functions' properties is included for facilitating the interpretation of results.

Version: 1.2
Depends: R (≥ 4.0.0)
Published: 2026-08-30
DOI: 10.32614/CRAN.package.scoringfunctions
Author: Hristos Tyralis ORCID iD [aut, cre], Georgia Papacharalampous ORCID iD [aut]
Maintainer: Hristos Tyralis <montchrister at gmail.com>
License: GPL-3
NeedsCompilation: no
Citation: scoringfunctions citation info
CRAN checks: scoringfunctions results

Documentation:

Reference manual: scoringfunctions.html , scoringfunctions.pdf

Downloads:

Package source: scoringfunctions_1.2.tar.gz
Windows binaries: r-devel: scoringfunctions_1.2.zip, r-release: scoringfunctions_1.2.zip, r-oldrel: scoringfunctions_1.2.zip
macOS binaries: r-release (arm64): scoringfunctions_1.2.tgz, r-oldrel (arm64): scoringfunctions_1.2.tgz, r-release (x86_64): scoringfunctions_1.2.tgz, r-oldrel (x86_64): scoringfunctions_1.2.tgz
Old sources: scoringfunctions archive

Linking:

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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.
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