TITLE: "Proper Scoring rules for evaluating asymmetry in density forecasting"

AUTHORS: XXXXXXXXX

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The Matlab codes for running the Asymmetric Continuous Probability Score (ACPS) are:

   ACPS.m                   - Compute the ACPS for each observation

   GaussLegendre.m          - Compute locations and weights of Gauss-Legendre quadrature on [a,b]

   example.m                - Main file for running the ACPS for different examples (see Section 3 of the paper).


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