Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles

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Documentation for package ‘PointFore’ version 0.2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

PointFore-package	PointFore: A package for estimating state-dependent quantile and expectile levels from a time series of point forecasts and observations
constant	Constant specification model
estimate.functional	Estimate Functional
expectiles	Identification function for state-dependent expectiles
GDP	real GDP realized values and one quarter ahead Greenbook forecasts (1969-2012)
lag	Lagging variables for use in estimate functional
logistic_linear	linear logistic specification model
plot.pointfore	Plots object of class "pointfore"
PointFore	PointFore: A package for estimating state-dependent quantile and expectile levels from a time series of point forecasts and observations
precipitation	daily accumulated precipitation (in millimeter) at London, UK and 24-hours-ahead forecasts of the ECMWF (1969-2011)
probit_break	probit break specification model with probit link
probit_linear	linear specification model with probit link
probit_spline2	quadratic spline specification model with probit link
probit_spline3	cubic spline specification model with probit link
quantiles	Identification function for state-dependent quantiles
summary.pointfore	Method for object of class pointfore