R: Loss Functions for Assessing Point Forecasts

# Loss Functions for Assessing Point Forecasts

## Documentation for package ‘scoringfunctions’ version 1.2

- DESCRIPTION file.

## Help Pages

scoringfunctions-package | Overview of the functions in the scoringfunctions package
aerr_sf | Absolute error scoring function
aperr_sf | Absolute percentage error scoring function
bmedian_rs | Realised beta-median score
bmedian_sf | beta-median scoring function
bregman1_rs | Realised Bregman score (type 1)
bregman1_sf | Bregman scoring function (type 1)
bregman2_rs | Realised Bregman score (type 2, Patton score)
bregman2_sf | Bregman scoring function (type 2, Patton scoring function)
bregman3_sf | Bregman scoring function (type 3, QLIKE scoring function)
bregman4_rs | Realised Bregman score (type 4, Patton score)
bregman4_sf | Bregman scoring function (type 4, Patton scoring function)
capping_function | Capping function
errorspread_sf | Error - spread scoring function
expectile_if | Expectile identification function
expectile_rs | Realised expectile score
expectile_sf | Asymmetric piecewise quadratic scoring function (expectile scoring function, expectile loss function)
ghuber_rs | Realised generalized Huber score
ghuber_sf | Generalized Huber scoring function
gpl1_rs | Realised generalized piecewise linear power score (type 1)
gpl1_sf | Generalized piecewise linear power scoring function (type 1)
gpl2_rs | Realised generalized piecewise linear power score (type 2)
gpl2_sf | Generalized piecewise linear power scoring function (type 2)
hubermean_if | Huber mean identification function
huberquantile_if | Huber quantile identification function
huber_rs | Realised Huber score
huber_sf | Huber scoring function
interval_sf | Interval scoring function (Winkler scoring function)
linex_rs | Realised LINEX score
linex_sf | LINEX scoring function
lqmean_rs | Realised L_q-mean score
lqmean_sf | L_q-mean scoring function
lqquantile_rs | Realised L_q-quantile score
lqquantile_sf | L_q-quantile scoring function
mae | Mean absolute error (MAE)
maelog_rs | Realised MAE-LOG score
maelog_sf | MAE-LOG scoring function
maesd_rs | Realised MAE-SD score
maesd_sf | MAE-SD scoring function
mape | Mean absolute percentage error (MAPE)
meanexp_if | Exp-transformed identification function
meanlog_if | Log-transformed identification function
meanpower_if | Power-transformed identification function
mean_if | Mean identification function
mre | Mean relative error (MRE)
mse | Mean squared error (MSE)
mspe | Mean squared percentage error (MSPE)
msre | Mean squared relative error (MSRE)
mv_if | Mean - variance identification function
mv_sf | Mean - variance scoring function
nmoment_if | n-th moment identification function
nmoment_rs | Realised n-th moment score
nmoment_sf | n-th moment scoring function
nse | Nash-Sutcliffe efficiency (NSE)
obsweighted_rs | Realised observation-weighted score
obsweighted_sf | Observation-weighted scoring function
powerweighted_if | Power-weighted identification function
powerweighted_sf | Power-weighted squared error scoring function
qlike | QLIKE
quantile_if | Quantile identification function
quantile_level | Sample quantile level function
quantile_rs | Realised quantile score
quantile_sf | Asymmetric piecewise linear scoring function (quantile scoring function, quantile loss function)
relerr_sf | Relative error scoring function (MAE-PROP scoring function)
serrexp_rs | Realised squared error exp score
serrexp_sf | Squared error exp scoring function
serrlog_rs | Realised squared error log score
serrlog_sf | Squared error log scoring function
serrpower_rs | Realised squared error of power transformations score
serrpower_sf | Squared error of power transformations scoring function
serrsq_rs | Realised squared error of squares score
serrsq_sf | Squared error of squares scoring function
serr_sf | Squared error scoring function
sperr_sf | Squared percentage error scoring function
srelerr_sf | Squared relative error scoring function