cspa_test_plot: Plot CSPA Test Results

In forecastdom: (Un)Conditional Forecast Dominance

Plot CSPA Test Results

Description

Visualizes the estimated conditional mean functions \hat{h}_j(x), their lower envelope, and the confidence bound from the CSPA test.

Usage

cspa_test_plot(
  object = NULL,
  Y = NULL,
  X = NULL,
  level = 0.05,
  trim = 0,
  prewhiten = -1L,
  preselect = TRUE,
  ylab = "Loss Difference",
  xlab = "Conditioning Variable"
)

Arguments

object	A cspa_test object returned by cspa_test, or omitted if Y and X are provided directly.
Y	An n x J matrix of loss differentials. Ignored if object is provided.
X	An n x 1 numeric vector of the conditioning variable. Ignored if object is provided.
level	Significance level (e.g., 0.05). Ignored if object is provided.
trim	Trimming parameter. Default 0.
prewhiten	Pre-whitening order. Default -1.
preselect	Logical; adaptive inequality selection. Default TRUE.
ylab	Label for the y-axis. Default "Loss Difference".
xlab	Label for the x-axis. Default "Conditioning Variable".

Value

A ggplot object.

forecastdom documentation built on Nov. 2, 2026, 1:10 a.m.