Published January 9, 2022 | Version v.0.2.0
Software Open

eppverification: version 0.2.0

Authors/Creators

  • 1. University of Hildesheim

Description

  • new function dm.test to perform a Diebold-Mariano-Test for two forecasts.
  • new function m.pit to calculate mean of PIT values.
  • new functions ent and ment to calculate the entropy of a (multivariate) forecast.
  • add m.pit to pit.hist.
  • add ent and ment to vr.hist and mvr.hist.

Files

eppverification.zip

Files (1.6 MB)

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md5:dcbb3f87e5fcf8bfb6877f81487d294f
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Additional details

Related works

Is supplement to
https://github.com/jobstdavid/eppverification/tree/v.0.1.0 (URL)