Description Usage Arguments Value References See Also Examples
Calculate the difference (mean score of the reference forecast) minus (mean score of the forecast). Uncertainty is assessed by the Diebold-Mariano test for equality of predictive accuracy.
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scores |
vector of verification scores |
scores.ref |
vector of verification scores of the reference forecast, must be of the same length as 'scores' |
N.eff |
user-defined effective sample size to be used in hypothesis test and for confidence bounds; if NA, the length of 'scores' is used; default: NA |
conf.level |
confidence level for the confidence interval; default = 0.95 |
handle.na |
how should missing values in scores vectors be handled; possible values are 'na.fail' and 'use.pairwise.complete'; default: 'na.fail' |
vector with mean score difference, estimated standard error of the mean, one-sided p-value of the Diebold-Mariano test, and the user-specified confidence interval
Diebold, Mariano (1995): Comparing Predictive Accuracy. Journal of Business & Economic Statistics. doi: 10.2307/1392185
SkillScore
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