murphydiagram

R package with data and programs for the paper by Ehm, Gneiting, Jordan and Kr├╝ger (`Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Rankings', 2015, preprint available at http://arxiv.org/abs/1503.08195).

The package source file and supporting documents can be found at https://sites.google.com/site/fk83research/code.