Murphy Diagrams

Version 1.1.0.0 (44 ko) par Damian Stelmasiak
Draw the so called Murphy Diagram to compare point forecasts
5.0
(1)
89 téléchargements
Mise à jour 2 jan. 2017

Afficher la licence

The function murphydiagram(f1, f2, y, varargin) computes elementary score functions and draw the so called Murphy Diagram to compare quality of point forecasts in very general sense. For details see the following paper:
Ehm, W., Gneiting, T., Jordan, A. and Krueger, F. (2016), Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. J. R. Stat. Soc. B, 78: 505–562. doi:10.1111/rssb.12154
Usage of murphydiagram(f1, f2, y, varargin)
f1 and f2 are [n x 1] vectors of forecasts to be compared,
y is [n x 1] vector of realizations

For details see an example code "replication_example.m".

This Matlab code is converted from R-code by Alexander Jordan and Fabian Krueger, see the "murphydiagram" R package v. 0.11, https://cran.r-project.org/web/packages/murphydiagram/index.html

Citation pour cette source

Damian Stelmasiak (2024). Murphy Diagrams (https://www.mathworks.com/matlabcentral/fileexchange/60974-murphy-diagrams), MATLAB Central File Exchange. Extrait(e) le .

Compatibilité avec les versions de MATLAB
Créé avec R2015b
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Conditional Mean Models dans Help Center et MATLAB Answers
Remerciements

Inspiré par : raacampbell/shadedErrorBar, rgb2hex and hex2rgb

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Publié le Notes de version
1.1.0.0

screenshots added
1.0.0.0