ForecastErrorParadox: ForecastErrorParadox package
In GabrieleDAmore/ForecastErrorParadox: ForecastErrorParadox package
Description
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.
Author(s)
Gabriele D'Amore gabrieledamoreld@hotmail.it
GabrieleDAmore/ForecastErrorParadox documentation built on Oct. 20, 2020, 1:18 a.m.
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Description
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.
Author(s)
Gabriele D'Amore gabrieledamoreld@hotmail.it
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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