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title: "SLSEDesign: Optimal designs using the second-order Least squares estimator" | ||
author: | | ||
| *[Chi-Kuang Yeh](https://chikuang.github.io/), [Gregory Rice](https://uwaterloo.ca/statistics-and-actuarial-science/profiles/greg-rice), [Joel A. Dubin](https://uwaterloo.ca/statistics-and-actuarial-science/profiles/joel-dubin)* | ||
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date: "*`r format(Sys.time(), '%B %d, %Y')`*" | ||
output: github_document | ||
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[![R-CMD-check](https://github.com/chikuang/evalRTPF/actions/workflows/R-CMD-check.yaml/badge.svg)](https://github.com/chikuang/evalRTPF/actions/workflows/R-CMD-check.yaml) | ||
<!-- badges: end --> | ||
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## Description | ||
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We develop methods to quantify the difference between two sets of probabilistic forecasts in square normed space, along with the graphical representations. | ||
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## Installation | ||
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Currently evalRTPF is only available in R. We plan to develop Python, Julia and/or Matlab versions in the future. | ||
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```r | ||
devtools::install_github("chikuang/evalRTPF") | ||
``` | ||
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## Examples | ||
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Will be added soon. | ||
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## TODO | ||
+ [ ] Add examples with graphical illustrations | ||
+ [ ] Add detailed descriptions | ||
+ [ ] Speed-up with RCPP components | ||
+ [ ] Upload to CRAN | ||
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## Reference | ||
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* Yeh, C.-K., Rice, G. & Dubin, J.A. (2022). [Evaluating real-time probabilistic forecasts with application to National Basketball Association outcome prediction](https://www.tandfonline.com/doi/abs/10.1080/00031305.2021.1967781?journalCode=utas20), *The American Statistician*, 62, 75-92. |