Comments (5)
Thanks for finding this issue. Investigation in progress.
from fanchart.
Great :)
from fanchart.
After investigating this issue, I have found that the package behaviour is consistent with the assumptions of the distribution forecasts as twopiece normals. That is, the skewness parameter should be in (-1, 1). So, the only change that I plan to make to the package is to raise an appropriate warning when parameters out of range are provided. I wrote a brief explanation about this on my blog. Thanks again for highlighting this to me.
from fanchart.
Interesting! Great blog post. Thanks for looking into this and for publishing your insight into what the out of range skewness implies.
from fanchart.
After some communication with BoE, they confirmed that what is published in their recent spreadsheet as Skewness is not the actual
Once again, thanks for highlighting this issue! It was very helpful.
from fanchart.
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