Package: multDM 1.1.5

multDM: Multivariate Version of the Diebold-Mariano Test

Allows to perform the multivariate version of the Diebold-Mariano test for equal predictive ability of multiple forecast comparison. Main reference: Mariano, R.S., Preve, D. (2012) <doi:10.1016/j.jeconom.2012.01.014>.

Authors:Krzysztof Drachal [aut, cre]

multDM_1.1.5.tar.gz
multDM_1.1.5.zip(r-4.7-any)multDM_1.1.5.zip(r-4.6-any)multDM_1.1.5.zip(r-4.5-any)
multDM_1.1.5.tgz(r-4.6-any)multDM_1.1.5.tgz(r-4.5-any)
multDM_1.1.5.tar.gz(r-4.7-any)multDM_1.1.5.tar.gz(r-4.6-any)
multDM_1.1.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
multDM/json (API)

# Install 'multDM' in R:
install.packages('multDM', repos = c('https://kdrachal.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.86 score 2 stars 36 scripts 465 downloads 7 exports 19 dependencies

Last updated from:ffacf23e26. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK118
source / vignettesOK159
linux-releaseOK121
macos-releaseOK129
macos-oldrelOK129
windows-develOK103
windows-releaseOK85
windows-oldrelOK101
wasm-releaseOK88

Exports:d_tDM.testlossMDM.selectionMDM.testTB_AR_testTB_MA

Dependencies:cvarfastICAfBasicsfGarchgbutilsgsslatticeMASSMatrixMTSmvtnormrbibutilsRcppRcppEigenRdpackspatialstabledisttimeDatetimeSeries