Metadata-Version: 2.1
Name: dieboldmariano
Version: 0.1
Summary: Diebold-Mariano test
Home-page: https://github.com/edoannunziata/dieboldmariano
Author: Edoardo Annunziata
Author-email: annunziata.edoardo@outlook.com
License: UNKNOWN
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.6
Description-Content-Type: text/markdown
License-File: LICENSE

# dieboldmariano

This package provides a simple, pure-Python implementation of the Diebold-Mariano statistical test. It has no dependencies outside the Python standard library.

## References
Diebold, F.X. and Mariano, R.S. (1995) Comparing predictive accuracy. Journal of Business and Economic Statistics, 13, 253-263.

Harvey, D., Leybourne, S., & Newbold, P. (1997). Testing the equality of prediction mean squared errors. International Journal of forecasting, 13(2), 281-291.

