R/ForecastErrorParadox.R

In GabrieleDAmore/ForecastErrorParadox: ForecastErrorParadox package

#' 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.
#'
#' @docType package
#'
#' @author Gabriele D'Amore \email{gabrieledamoreld@hotmail.it}
#'
#' @name ForecastErrorParadox
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