multDM (Q105897)

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Multivariate Version of the Diebold-Mariano Test
Language Label Description Also known as
English
multDM
Multivariate Version of the Diebold-Mariano Test

    Statements

    instance of
    R package
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    last update
    9 June 2022
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    software version identifier
    1.1.4
    publication date
    9 June 2022
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    author
    Krzysztof Drachal
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    programmed in
    R
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    imports
    MTS
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    Identifiers

    CRAN project
    multDM
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