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r-multDM

Description

Multivariate Version of the Diebold-Mariano Test.

Description
cran.r-project.org
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>.
Metadata

Version

1.1.4

License

Unknown

Status

BrokenNo
InsecureNo
UnfreeNo
UnsupportedNo

Source

pkgs/development/r-modules/generic-builder.nix:56

Homepage

https://cran.r-project.org/web/packages/multDM/

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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