Murphy Diagrams

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

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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. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2015b
Compatible avec toutes les versions
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En savoir plus sur Conditional Mean Models dans Help Center et MATLAB Answers
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Version Publié le Notes de version
1.1.0.0

screenshots added
1.0.0.0