FK83/fdtest: Randomization test for forecast dominance
Test to compare forecasts across an entire family of loss functions, as proposed by Ehm and Krueger ('Forecast dominance testing via sign randomization', preprint, 2017).
Getting started
Browse package contents
Package details |
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| Author | Fabian Krueger |
| Maintainer | Fabian Krueger <fabian.krueger83@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.01 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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