R/LossDiff_uSPA.R

#' Example for uSPA
#'
#'A set of loss-differences for horizons H=1,...,20, that has both aSPA and uSPA.
#'
#' @docType data
#'
#' @usage data(LossDiff_uSPA)
#'
#' @format A matrix TxH. Each column is a loss-function for horizon h=1,..H.
#'
#' @seealso \code{\link{Test_uSPA}} to test for uSPA.
#'
#' @keywords datasets
#' 
#' @references Quaedvlieg, Rogier. "Multi-horizon forecast comparison." Journal of Business & Economic Statistics 39.1 (2021): 40-53.
#'
"LossDiff_uSPA"

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