ACPS package
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.
Citar como
Matteo Iacopini (2024). ACPS package (https://github.com/matteoiacopini/acps/releases/tag/1.0.0), GitHub. Recuperado .
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)
Compatibilidad con la versión de MATLAB
Compatibilidad con las plataformas
Windows macOS LinuxEtiquetas
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Descubra Live Editor
Cree scripts con código, salida y texto formateado en un documento ejecutable.
Versión | Publicado | Notas de la versión | |
---|---|---|---|
1.0.0 |