Package: multDM
Type: Package
Title: Multivariate Version of the Diebold-Mariano Test
Version: 1.1.5
Imports: MTS
Date: 2025-03-08
Authors@R: person("Krzysztof", "Drachal", role = c("aut","cre"), email="kdrachal@wne.uw.edu.pl", comment = "Faculty of Economic Sciences, University of Warsaw, Poland")
Author: Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences,
        University of Warsaw, Poland)
Maintainer: Krzysztof Drachal <kdrachal@wne.uw.edu.pl>
Description: 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>.
License: GPL-3
LazyData: TRUE
URL: https://CRAN.R-project.org/package=multDM
Note: Research funded by the Polish National Science Centre grant under
        the contract number DEC-2015/19/N/HS4/00205.
NeedsCompilation: no
Packaged: 2026-06-12 10:21:12 UTC; root
Repository: https://kdrachal.r-universe.dev
Date/Publication: 2025-03-08 21:30:02 UTC
RemoteUrl: https://github.com/cran/multDM
RemoteRef: HEAD
RemoteSha: ffacf23e2615d0645202bb03dea4ed6c80e0065e