Package: PointFore
Type: Package
Title: Interpretation of Point Forecasts as State-Dependent Quantiles
        and Expectiles
Version: 0.2.1
Authors@R: person("Patrick", "Schmidt", email = "pschmidte@gmail.com", role = c("aut", "cre"))
Description: 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.
License: CC0
Imports: gmm, boot, ggplot2, MASS, stats, sandwich
Depends: R (>= 3.2.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.1.1
Suggests: car, knitr, lubridate, rmarkdown, testthat, spelling
VignetteBuilder: knitr
Language: en-US
NeedsCompilation: no
Packaged: 2026-07-21 20:14:37 UTC; root
Author: Patrick Schmidt [aut, cre]
Maintainer: Patrick Schmidt <pschmidte@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-07-21 16:20:02 UTC
RemoteUrl: https://github.com/cran/PointFore
RemoteRef: HEAD
RemoteSha: a29654a83cd588be57efac2f5bc9e07b24595497