GabrieleDAmore/ForecastErrorParadox: ForecastErrorParadox package

The package is linked to the paper "The Forecast Error Paradox of Proper Scoring Rules" by D'Amore (2020). The R function ScorlogPFS implements the Diebold-Mariano Test (1995) to statistically test forecast accuracy equivalence for 2 sets of predictions belonging to the Paradox Free Space (see D'Amore (2020)) and exploiting a Logarithmic scoring rule and a uniform kernel density function.

install.packages("remotes")
remotes::install_github("GabrieleDAmore/ForecastErrorParadox")