README.md
In FK83/fdtest: Randomization test for forecast dominance
Randomization test for forecast comparisons
R package to implement the randomization test proposed by Ehm and Krüger ('Forecast dominance testing via sign randomization', preprint, 2017). The test checks whether one forecast dominates another across a family of loss (or scoring) functions.
FK83/fdtest documentation built on May 9, 2019, 2:23 p.m.
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Randomization test for forecast comparisons
R package to implement the randomization test proposed by Ehm and Krüger ('Forecast dominance testing via sign randomization', preprint, 2017). The test checks whether one forecast dominates another across a family of loss (or scoring) functions.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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