Murphy Diagrams for Forecast Comparisons (murphydiagram)
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger (‘Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings’, 2015).
Analysis of Competing Risks Using Quantile Regressions (cmprskQR)
Estimation, testing and regression modeling of subdistribution functions in competing risks using quantile regressions, as described in Peng and Fine (2009) <DOI:10.1198/jasa.2009.tm08228>.
Covariance Matrix Adaption Evolutionary Strategy (cmaesr)
Pure R implementation of the Covariance Matrix Adaption – Evolution Strategy (CMA-ES) with optional restarts (IPOP-CMA-ES).