R/LossDiff_aSPA.R

#' Example for aSPA
#'
#'A set of loss-differences for horizons H=1,...,20, that has aSPA, but not uSPA.
#'
#' @docType data
#'
#' @usage data(LossDiff_aSPA)
#'
#' @format A matrix TxH. Each column is a loss-function for horizon h=1,..H.
#'
#' @seealso \code{\link{Test_aSPA}} to test for aSPA.
#'
#' @keywords datasets
#' 
#' @references Quaedvlieg, Rogier. "Multi-horizon forecast comparison." Journal of Business & Economic Statistics 39.1 (2021): 40-53.
#'
"LossDiff_aSPA"

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MultiHorizonSPA documentation built on April 6, 2021, 9:06 a.m.