ACPS package

Version 1.0.0 (4,83 KB) von Matteo Iacopini

Computes the Asymmetric Continuous Probability Score (ACPS)

https://github.com/matteoiacopini/acps

Verfolgen

0.0

(0)

7 Downloads

Aktualisiert 6. Jun 2020

Lizenz auf GitHub anzeigen

Computes the Asymmetric Continuous Probability Score (ACPS), an asymmetric proper scoring rule for evaluating and comparing density forecasts.
This is particularly useful when the decision maker has asymmetric preferences in terms of deviations of the forecasts from the target (e.g., he is more averse to underestimation).

See:
Iacopini, Ravazzolo and Rossini (2020), Proper scoring rules for evaluating asymmetry in density forecasting.

Zitieren als

Matteo Iacopini (2024). ACPS package (https://github.com/matteoiacopini/acps/releases/tag/1.0.0), GitHub. Abgerufen 3. Oktober 2024.

Iacopini, M., Ravazzolo, F. and Rossini, L. (2020), Proper scoring rules for evaluating asymmetry in density forecasting. Available at https://arxiv.org/abs/2006.11265. ACPS package (https://www.github.com/matteoiacopini/acps)