Package: multDM 1.1.4
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:
multDM_1.1.4.tar.gz
multDM_1.1.4.zip(r-4.5)multDM_1.1.4.zip(r-4.4)multDM_1.1.4.zip(r-4.3)
multDM_1.1.4.tgz(r-4.4-any)multDM_1.1.4.tgz(r-4.3-any)
multDM_1.1.4.tar.gz(r-4.5-noble)multDM_1.1.4.tar.gz(r-4.4-noble)
multDM_1.1.4.tgz(r-4.4-emscripten)multDM_1.1.4.tgz(r-4.3-emscripten)
multDM.pdf |multDM.html✨
multDM/json (API)
NEWS
# Install 'multDM' in R: |
install.packages('multDM', repos = c('https://kdrachal.r-universe.dev', 'https://cloud.r-project.org')) |
- MDMforecasts - Sample Data.
- oilforecasts - Sample Data from Crude Oil Price Forecasting.
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:e87f4bd921. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 17 2024 |
R-4.5-win | OK | Oct 17 2024 |
R-4.5-linux | OK | Oct 17 2024 |
R-4.4-win | OK | Oct 17 2024 |
R-4.4-mac | OK | Oct 17 2024 |
R-4.3-win | OK | Oct 17 2024 |
R-4.3-mac | OK | Oct 17 2024 |
Exports:d_tDM.testlossMDM.selectionMDM.testTB_AR_testTB_MA
Dependencies:cvarfastICAfBasicsfGarchgbutilsgsslatticeMASSMatrixMTSmvtnormrbibutilsRcppRcppEigenRdpackspatialstabledisttimeDatetimeSeries