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)
|Author||Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland)|
|Date of publication||2018-05-18 14:04:45 UTC|
|Maintainer||Krzysztof Drachal <[email protected]>|
|Package repository||View on CRAN|
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