Skip to content
/ fdtest Public

Randomization test for forecast comparisons

Notifications You must be signed in to change notification settings

FK83/fdtest

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

5 Commits
 
 
 
 
 
 
 
 
 
 
 
 

Repository files navigation

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.

About

Randomization test for forecast comparisons

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published