ACPS package

版本 1.0.0 (4.8 KB) 作者: Matteo Iacopini

Computes the Asymmetric Continuous Probability Score (ACPS)

https://github.com/matteoiacopini/acps

关注

0.0

(0)

7.0 次下载

更新时间 2020/6/6

在 GitHub 上查看许可证

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.

引用格式

Matteo Iacopini (2024). ACPS package (https://github.com/matteoiacopini/acps/releases/tag/1.0.0), GitHub. 检索来源 2024/4/30.

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)