multDM
Multivariate Version of the Diebold-Mariano Test
Allows to perform the multivariate version of the Diebold-Mariano test for equal predictive ability of multiple forecast comparison. Main reference: Mariano, R.S., Preve, D. (2012) <doi:10.1016/j.jeconom.2012.01.014>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.5 |
rolling linux/jammy R-4.5 | multDM_1.1.5.tar.gz |
220.4 KiB |
1.1.5 |
rolling linux/noble R-4.5 | multDM_1.1.5.tar.gz |
220.3 KiB |
1.1.5 |
rolling source/ R- | multDM_1.1.5.tar.gz |
177.0 KiB |
1.1.5 |
latest linux/jammy R-4.5 | multDM_1.1.5.tar.gz |
220.4 KiB |
1.1.5 |
latest linux/noble R-4.5 | multDM_1.1.5.tar.gz |
220.3 KiB |
1.1.5 |
latest source/ R- | multDM_1.1.5.tar.gz |
177.0 KiB |
1.1.5 |
2026-04-26 source/ R- | multDM_1.1.5.tar.gz |
177.0 KiB |
1.1.5 |
2026-04-23 source/ R- | multDM_1.1.5.tar.gz |
177.0 KiB |
1.1.5 |
2026-04-09 windows/windows R-4.5 | multDM_1.1.5.zip |
223.7 KiB |
1.1.5 |
2025-04-20 source/ R- | multDM_1.1.5.tar.gz |
177.0 KiB |