ACPS package

Versione 1.0.0 (4,83 KB) da Matteo Iacopini
Computes the Asymmetric Continuous Probability Score (ACPS)
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Aggiornato 6 giu 2020
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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.

Cita come

Matteo Iacopini (2025). ACPS package (https://github.com/matteoiacopini/acps/releases/tag/1.0.0), GitHub. Recuperato .

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)

Compatibilità della release di MATLAB
Creato con R2020a
Compatibile con R2018a fino a R2020a
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Versione Pubblicato Note della release
1.0.0

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