PointFore

Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles

v0.2.0 · Feb 22, 2019 · CC0

Description

Estimate specification models for the state-dependent level of an optimal quantile/expectile forecast. Wald Tests and the test of overidentifying restrictions are implemented. Plotting of the estimated specification model is possible. The package contains two data sets with forecasts and realizations: the daily accumulated precipitation at London, UK from the high-resolution model of the European Centre for Medium-Range Weather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the identification and estimation of a directive behind a point forecast.

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14 NOTE

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	139.3s
r-devel-linux-x86_64-debian-gcc	NOTE	87.8s
r-devel-linux-x86_64-fedora-clang	NOTE	220.2s
r-devel-linux-x86_64-fedora-gcc	NOTE	220.9s
r-devel-macos-arm64	NOTE	34s
r-devel-windows-x86_64	NOTE	136s
r-oldrel-macos-arm64	NOTE
r-oldrel-macos-x86_64	NOTE	81s
r-oldrel-windows-x86_64	NOTE	179s
r-patched-linux-x86_64	NOTE	129.6s
r-release-linux-x86_64	NOTE	123s
r-release-macos-arm64	NOTE
r-release-macos-x86_64	NOTE	102s
r-release-windows-x86_64	NOTE	139s

Check details (18 non-OK)

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Patrick Schmidt <pschmidte@gmail.com>’

The Description field contains
  Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

NOTE r-devel-linux-x86_64-debian-clang

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Patrick Schmidt <pschmidte@gmail.com>’

The Description field contains
  Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

NOTE r-devel-linux-x86_64-debian-gcc

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-devel-linux-x86_64-fedora-clang

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespaces in Imports field not imported from:
  ‘car’ ‘lubridate’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespaces in Imports field not imported from:
  ‘car’ ‘lubridate’
  All declared Imports should be used.

NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-macos-arm64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

Check History

NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Patrick Schmidt <pschmidte@gmail.com>’

The Description field contains
  Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Patrick Schmidt <pschmidte@gmail.com>’

The Description field contains
  Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

NOTE r-devel-linux-x86_64-fedora-clang

dependencies in R code

Namespaces in Imports field not imported from:
  ‘car’ ‘lubridate’
  All declared Imports should be used.

NOTE r-devel-linux-x86_64-fedora-gcc

dependencies in R code

Namespaces in Imports field not imported from:
  ‘car’ ‘lubridate’
  All declared Imports should be used.

NOTE r-devel-macos-arm64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-devel-windows-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-patched-linux-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-linux-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-macos-arm64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-macos-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-release-windows-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-oldrel-macos-arm64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-oldrel-macos-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

NOTE r-oldrel-windows-x86_64

Rd files

checkRd: (-1) estimate.functional.Rd:34: Lost braces; missing escapes or markup?
    34 | \item{bw}{function describing bandwidth selection (see ?gmm for alternatives). Standard is that the bandwidth depends on the sample length $T$ by $m(T)=T^{1/5}$.}
       |                                                                                                                                                           ^

Dependency Network

Version History

new 0.2.0 Mar 9, 2026

Maintainer

Patrick Schmidt

Dependencies

Depends

R (>= 3.2.0)

Imports

gmm boot car ggplot2 MASS stats lubridate sandwich

Suggests

knitr rmarkdown testthat spelling

Compilation

No compilation needed

First Published

Mar 9, 2026

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