FK83/fdtest: Randomization test for forecast dominance
Version 0.01

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

Package details

AuthorFabian Krueger
MaintainerFabian Krueger <[email protected]>
LicenseGPL (>= 2)
Version0.01
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("FK83/fdtest")
FK83/fdtest documentation built on July 5, 2017, 12:32 a.m.