{ "_id": "6a1970dfacfb0bcc41ded695", "Package": "rtForecastEval", "Title": "Evaluate the Discrepancy between Two Real-Time Updated\nProbabilistic Forecasts", "Version": "0.0.0.9000", "Authors@R": "c(\nperson(given = \"Chi-Kuang\", family = \"Yeh\",\nrole = c(\"aut\", \"cre\"),\nemail = \"chi-kuang.yeh@uwaterloo.ca\"),\nperson(given = \"Gregory\", family = \"Rice\",\nrole = c(\"ctb\", \"ths\")),\nperson(given = \"Joel A.\", family = \"Dubin\",\nrole = c(\"ctb\", \"ths\"))\n)", "Description": "Methods from Yeh, Rice, and Dubin (2022,\ndoi:10.1080/00031305.2021.1967781; arXiv:2010.00781) for\ncomparing two continuously updated probabilistic forecasts\nunder squared (Brier) loss: pointwise loss and variance, a\nglobal delta test (Monte Carlo p-values), simulation designs,\nand a naive pointwise band plot.", "URL": "https://github.com/chikuang/rtForecastEval", "BugReports": "https://github.com/chikuang/rtForecastEval/issues", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.3.3", "Roxygen": "list(markdown = TRUE)", "VignetteBuilder": "knitr", "Config/pak/sysreqs": "libicu-dev libxml2-dev", "Repository": "https://chikuang.r-universe.dev", "Date/Publication": "2026-04-14 21:10:11 UTC", "RemoteUrl": "https://github.com/chikuang/rtforecasteval", "RemoteRef": "HEAD", "RemoteSha": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-29 09:09:45 UTC", "User": "root" }, "Author": "Chi-Kuang Yeh [aut, cre],\nGregory Rice [ctb, ths],\nJoel A. Dubin [ctb, ths]", "Maintainer": "Chi-Kuang Yeh ", "MD5sum": "46eec8c4ef0281ad3e4f4a072bb453d4", "_user": "chikuang", "_type": "src", "_file": "rtForecastEval_0.0.0.9000.tar.gz", "_fileid": "3cc31984d7ba0567f6610500abd084feafc71e7ffb2298c337d2ad5225203aae", "_filesize": 884418, "_sha256": "3cc31984d7ba0567f6610500abd084feafc71e7ffb2298c337d2ad5225203aae", "_created": "2026-05-29T09:09:45.000Z", "_published": "2026-05-29T10:56:31.384Z", "_distro": "noble", "_jobs": [ { "job": 78471727516, "time": 152, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7287216258" }, { "job": 78471727651, "time": 148, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7287214861" }, { "job": 78471727547, "time": 164, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7289036021" }, { "job": 78471727403, "time": 142, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7289006948" }, { "job": 78471156143, "time": 231, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7287168147" }, { "job": 78471727365, "time": 141, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7287212144" }, { "job": 78471727486, "time": 102, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7287200742" }, { "job": 78471727558, "time": 98, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7287199787" }, { "job": 78471727420, "time": 90, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7287197245" } ], "_buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/chikuang/rtforecasteval", "_commit": { "id": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "author": "Chi-Kuang Yeh ", "committer": "Chi-Kuang Yeh ", "message": "Update README\n", "time": 1776201011 }, "_maintainer": { "name": "Chi-Kuang Yeh", "email": "chi-kuang.yeh@uwaterloo.ca", "login": "chikuang", "description": "A random daydreamer.", "uuid": 14302203 }, "_registered": true, "_dependencies": [ { "package": "dplyr", "version": ">= 1.0.1", "role": "Imports" }, { "package": "ggplot2", "version": ">= 3.3.2", "role": "Imports" }, { "package": "stats", "version": ">= 4.0.3", "role": "Imports" }, { "package": "tidyr", "version": ">= 1.1.1", "role": "Imports" }, { "package": "RSpectra", "version": ">= 0.16.0", "role": "Imports" }, { "package": "rlist", "version": ">= 0.4.6.1", "role": "Imports" }, { "package": "purrr", "version": ">= 0.3.4", "role": "Imports" }, { "package": "MASS", "version": ">= 7.3-52", "role": "Imports" }, { "package": "pkgload", "version": ">= 1.2.0", "role": "Suggests" }, { "package": "knitr", "version": ">= 1.28.0", "role": "Suggests" }, { "package": "readr", "version": ">= 1.3.1", "role": "Suggests" }, { "package": "reshape2", "version": ">= 1.4.4", "role": "Suggests" }, { "package": "rmarkdown", "version": ">= 2.1.0", "role": "Suggests" }, { "package": "gridExtra", "version": ">= 2.3.0", "role": "Suggests" }, { "package": "tibble", "version": ">= 3.0.3", "role": "Suggests" }, { "package": "sde", "role": "Suggests" } ], "_owner": "chikuang", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-15", "n": 4 }, { "week": "2026-16", "n": 1 } ], "_tags": [], "_topics": [ "forecasting", "goodness-of-fit" ], "_stars": 1, "_contributors": [ { "user": "chikuang", "count": 41, "uuid": 14302203 } ], "_userbio": { "uuid": 14302203, "type": "user", "name": "Chi-Kuang Yeh", "description": "A random daydreamer." }, "_downloads": { "count": 448, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/rtForecastEval" }, "_devurl": "https://github.com/chikuang/rtforecasteval", "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/rtForecastEval.html", "manual.pdf" ], "_homeurl": "https://github.com/chikuang/rtforecasteval", "_realowner": "chikuang", "_cranurl": true, "_releases": [ { "version": "0.1.0", "date": "2026-04-28" } ], "_exports": [ "calc_eig", "calc_L_s2", "calc_pval", "calc_Z", "df_gen", "lin_interp", "plot_pcb" ], "_help": [ { "page": "rtForecastEval-package", "title": "rtForecastEval: Compare real-time probabilistic forecasts", "topics": [ "rtForecastEval-package", "(Brier-type)", "(e.g.", "(NBA", "([`calc_L_s2()`]),", "**delta", "additional", "and", "associated", "bands.", "blocks", "building", "calibration", "Carlo", "companion", "comparing", "confidence", "continuously", "Core", "covariance", "data", "designs", "difference", "draws", "Dubin", "eigenvalues", "estimate", "exports", "for", "forecasts", "form", "from", "Implements", "in", "in-game", "is", "its", "leading", "loss", "loss.", "mean", "Monte", "naive", "obtain", "of", "p-values", "package", "package;", "paper;", "plots)", "pointwise", "probabilistic", "probabilities)", "quantiles", "related", "replication", "repository", "reproduces", "Rice,", "rtForecastEval", "separate", "simulation", "squared", "statistic", "statistical", "steps:", "surfaces,", "test", "test**", "The", "the", "there.", "this", "tools", "two", "under", "updated", "used", "variance", "win", "workflow,", "Yeh,", "[`calc_eig()`],", "[`calc_pval()`].", "[`calc_Z()`],", "[`df_gen()`]", "[`plot_pcb()`]" ] }, { "page": "calc_eig", "title": "Leading eigenvalues for the delta test covariance", "topics": [ "calc_eig" ] }, { "page": "calc_L_s2", "title": "Pointwise mean loss difference and variance", "topics": [ "calc_L_s2" ] }, { "page": "calc_pval", "title": "Monte Carlo p-value and quantiles for the delta test", "topics": [ "calc_pval" ] }, { "page": "calc_Z", "title": "Delta test statistic for comparing two forecasting methods", "topics": [ "calc_Z" ] }, { "page": "df_gen", "title": "Simulate real-time probabilistic forecasts (paper designs)", "topics": [ "df_gen" ] }, { "page": "lin_interp", "title": "Linear interpolation of a forecast trajectory onto a grid", "topics": [ "lin_interp" ] }, { "page": "plot_pcb", "title": "Naive pointwise confidence band for mean loss difference", "topics": [ "plot_pcb" ] } ], "_readme": "https://github.com/chikuang/rtforecasteval/raw/HEAD/README.md", "_rundeps": [ "cli", "cpp11", "data.table", "dplyr", "farver", "generics", "ggplot2", "glue", "gtable", "isoband", "jsonlite", "labeling", "lattice", "lifecycle", "magrittr", "MASS", "Matrix", "pillar", "pkgconfig", "purrr", "R6", "RColorBrewer", "Rcpp", "RcppEigen", "rlang", "rlist", "RSpectra", "S7", "scales", "stringi", "stringr", "tibble", "tidyr", "tidyselect", "utf8", "vctrs", "viridisLite", "withr", "XML", "yaml" ], "_vignettes": [ { "source": "rtForecastEval-vignette.Rmd", "filename": "rtForecastEval-vignette.html", "title": "rtForecastEval guide", "author": "| Chi-Kuang Yeh (Georgia State University); Gregory Rice, Joel A. Dubin (University of Waterloo)", "engine": "knitr::rmarkdown", "headings": [ "Mind map and workflow", "Figures in the paper and where they are produced", "1. Simulation and global test (this vignette + rtForecastEval)", "2. NBA application: calibration surfaces, reliability diagrams, and model comparisons", "Same analysis using package functions", "A simple calibration (reliability) view at one time", "Reliability with shared bins (two standard diagrams)", "Comparing calibration between forecasters (error curves)" ], "created": "2026-04-09 20:54:06", "modified": "2026-04-14 21:10:11", "commits": 3 } ], "_score": 4, "_indexed": true, "_nocasepkg": "rtforecasteval", "_universes": [ "chikuang" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.0.0.9000", "date": "2026-05-29T09:12:12.000Z", "distro": "noble", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "1a55d845ed5c81cf4c4ac5e0e027460bcdfc9fb1f15464fb2aa9bfc9b273cc34", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.6.0", "os": "linux", "version": "0.0.0.9000", "date": "2026-05-29T09:12:09.000Z", "distro": "noble", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "378686f2b2664245856a88391f67b2193f01a5beaaaeefee355010966d97e415", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.5.3", "os": "mac", "version": "0.0.0.9000", "date": "2026-05-29T10:55:24.000Z", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "31362dc6223d516c17f1e41ed57e0c776054c26e269bf42850fb9256edff4ede", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.6.0", "os": "mac", "version": "0.0.0.9000", "date": "2026-05-29T10:53:49.000Z", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "c2c9b1a69dab26988f6b6c2c1dd457fea23569999b2087ac1e975c9ec49d9fee", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.6.0", "os": "wasm", "version": "0.0.0.9000", "date": "2026-05-29T09:12:24.000Z", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "4575c64824531a25152f9bd6bd62c1815d8dc4fd0633fecaddf5010d352f46d4", "status": "success", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.7.0", "os": "win", "version": "0.0.0.9000", "date": "2026-05-29T09:11:14.000Z", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "769d0085c51853c0b6b0deef5e758ec40df3e4cb6a3c72d4ad4cc891ba8972f1", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.5.3", "os": "win", "version": "0.0.0.9000", "date": "2026-05-29T09:11:15.000Z", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "407fa070371d04c8ded984548d4c2a00968080c50c38aa11f932b3fad89acb98", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" }, { "r": "4.6.0", "os": "win", "version": "0.0.0.9000", "date": "2026-05-29T09:11:05.000Z", "commit": "e62298f2bcc493661433f7130c9d53dac1f4fc87", "fileid": "ebfd4a59ddf14ad2a465f24482b80a1b4e4932be898831fa3af5e6a7c4f1d453", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/chikuang/actions/runs/26628503058" } ] }