Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles R package PointFore version 0.2.0 Estimate specification models for the state-dependent level of an optimal quantile/expectile forecast. Wald Tests and the test of overidentifying restrictions are implemented. Plotting of the estimated specification model is possible. The package contains two data sets with forecasts and realizations: the daily accumulated precipitation at London, UK from the high-resolution model of the European Centre for Medium-Range Weather Forecasts (ECMWF, <https://www.ecmwf.int/>) and GDP growth Greenbook data by the US Federal Reserve. See Schmidt, Katzfuss and Gneiting (2015) <arXiv:1506.01917> for more details on the identification and estimation of a directive behind a point forecast. Software Depends: R (>= 3.2.0) Imports: gmm, boot, car, ggplot2, MASS, stats, lubridate, sandwich Suggests: knitr, rmarkdown, testthat, spelling Patrick Schmidt <pschmidte@gmail.com> Comprehensive R Archive Network (CRAN) Patrick Schmidt [aut, cre] CC0 2019-02-22 application/tgz https://CRAN.R-project.org/package=PointFore doi:10.32614/CRAN.package.PointFore en-US