README.Rmd

---
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)*
  | 
date: "*`r format(Sys.time(), '%B %d, %Y')`*"
output: github_document
---

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## Description

We develop methods to quantify the difference between two sets of probabilistic forecasts in square normed space, along with the graphical representations.

## Installation

Currently evalRTPF is only available in R. We plan to develop Python, Julia and/or Matlab versions in the future.

```r
devtools::install_github("chikuang/evalRTPF")
```

## Examples

Will be added soon.

## TODO
+ [ ] Add examples with graphical illustrations
+ [ ] Add detailed descriptions
+ [ ] Speed-up with RCPP components
+ [ ] Upload to CRAN

## Reference 

* 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.