rtForecastEval

MaRDI QIDQ7378478CRANFDO

Authors Chi-Kuang Yeh

Last update 28 April 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Description

Methods from Yeh, Rice, and Dubin (2022) <doi:10.1080/00031305.2021.1967781> for comparing two continuously updated probabilistic forecasts under squared (Brier) loss: pointwise loss and variance, a global delta test (Monte Carlo p-values), simulation designs, and a naive pointwise band plot.

Cites work

• Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction

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