Package: Hassani.Silva
Type: Package
Title: A Test for Comparing the Predictive Accuracy of Two Sets of
        Forecasts
Version: 1.0
Date: 2023-01-11
Authors@R: c(
      person(given = "Hossein",
        family = "Hassani",
        role = c("aut"),
        email = "Hassani.stat@gmail.com"
        ),
      person(given = "Emmanuel Sirimal",
        family = "Silva",
        role = c("aut"),
        email = "e.silva@fashion.arts.ac.uk"
        ),
      person(given = "Leila",
        family = "Marvian Mashhad",
        role = c("aut","cre"),
        email = "Leila.marveian@gmail.com"
        )
    )	 	  
Description: A non-parametric test founded upon the principles of the Kolmogorov-Smirnov (KS) 
  test, referred to as the KS Predictive Accuracy (KSPA) test. The KSPA test is able to serve
  two distinct purposes. Initially, the test seeks to determine whether there exists a 
  statistically significant difference between the distribution of forecast errors, and 
  secondly it exploits the principles of stochastic dominance to determine whether the 
  forecasts with the lower error also reports a stochastically smaller error than forecasts 
  from a competing model, and thereby enables distinguishing between the predictive accuracy 
  of forecasts. KSPA test has been described in : Hassani and Silva (2015) <doi:10.3390/econometrics3030590>.
License: GPL-3
Depends: stats
Maintainer: Leila Marvian Mashhad <Leila.marveian@gmail.com>
NeedsCompilation: no
Packaged: 2023-01-12 05:13:17 UTC; ne_da
Author: Hossein Hassani [aut],
  Emmanuel Sirimal Silva [aut],
  Leila Marvian Mashhad [aut, cre]
Repository: CRAN
Date/Publication: 2023-01-13 09:50:05 UTC
Built: R 4.6.0; ; 2026-04-25 19:27:52 UTC; unix
