API Reference

• Data Loading
  • DensityForecastData
  • ForecastData
  • create_sample_forecasts()
  • create_sample_outturns()
• Core Functions
  • add_ar_p_forecasts()
  • add_random_walk_forecasts()
  • build_main_table()
  • create_outturn_revisions()
  • create_revision_dataframe()
• Tests
  • TestResult
  • bias_analysis()
  • blanchard_leigh_horizon_analysis()
  • compare_to_benchmark()
  • compute_accuracy_statistics()
  • create_comparison_table()
  • diebold_mariano_table()
  • diebold_mariano_test()
  • fluctuation_tests()
  • revision_predictability_analysis()
  • revisions_errors_correlation_analysis()
  • rolling_analysis()
  • strong_efficiency_analysis()
  • weak_efficiency_analysis()
• Visualisations
  • apply_theme()
  • create_themed_figure()
  • plot_accuracy()
  • plot_average_revision_by_period()
  • plot_bias_by_horizon()
  • plot_blanchard_leigh_ratios()
  • plot_compare_to_benchmark()
  • plot_errors_across_time()
  • plot_forecast_error_density()
  • plot_forecast_errors()
  • plot_forecast_errors_by_horizon()
  • plot_hedgehog()
  • plot_outturn_revisions()
  • plot_outturns()
  • plot_rolling_bias()
  • plot_rolling_relative_accuracy()
  • plot_strong_efficiency()
  • plot_vintage()
• Utilities
  • covid_filter()
  • ensure_consistent_date_range()
  • filter_k()
  • filter_sources()
  • find_ids_to_exclude()
  • flatten_col_name()
  • reconstruct_id_cols_from_unique_id()