| Name : R-ACV
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.8.1
| Date : 2024-06-20 21:05:32
|
| Group : Development/Libraries/Other
| Source RPM : R-ACV-1.0.2-lp154.8.1.src.rpm
|
| Size : 0.05 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Optimal Out-of-Sample Forecast Evaluation and Testing under Stationarity
|
Description :
Package \'ACV\' (short for Affine Cross-Validation) offers an improved
time-series cross-validation loss estimator which utilizes both
in-sample and out-of-sample forecasting performance via a carefully
constructed affine weighting scheme. Under the assumption of
stationarity, the estimator is the best linear unbiased estimator of
the out-of-sample loss. Besides that, the package also offers improved
versions of Diebold-Mariano and Ibragimov-Muller tests of equal
predictive ability which deliver more power relative to their
conventional counterparts. For more information, see the accompanying
article Stanek (2021) < doi:10.2139/ssrn.3996166>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
