Murphy Diagrams

Draw the so called Murphy Diagram to compare point forecasts
Updated 2 Jan 2017

View License

The function murphydiagram(f1, f2, y, varargin) computes elementary score functions and draw the so called Murphy Diagram to compare quality of point forecasts in very general sense. For details see the following paper:
Ehm, W., Gneiting, T., Jordan, A. and Krueger, F. (2016), Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. J. R. Stat. Soc. B, 78: 505–562. doi:10.1111/rssb.12154
Usage of murphydiagram(f1, f2, y, varargin)
f1 and f2 are [n x 1] vectors of forecasts to be compared,
y is [n x 1] vector of realizations

For details see an example code "replication_example.m".

This Matlab code is converted from R-code by Alexander Jordan and Fabian Krueger, see the "murphydiagram" R package v. 0.11,

Cite As

Damian Stelmasiak (2024). Murphy Diagrams (, MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2015b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Find more on Conditional Mean Models in Help Center and MATLAB Answers

Inspired by: raacampbell/shadedErrorBar, rgb2hex and hex2rgb

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes

screenshots added