dieboldmariano

https://pypi.org/project/dieboldmariano/

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A pure-Python implementation of the Diebold-Mariano statistical test for comparing the predictive...

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### Code example

Source: https://pypi.org/project/dieboldmariano

Example usage of the dm_test function with sample data.

```python
from dieboldmariano import dm_test
T = [10, 20, 30, 40, 50]
F = [11, 21, 29, 42, 53]
G = [13, 26, 24, 40, 59]

dm_test(T, F, G, one_sided=True)
# (-2.2229922805746782, 0.04515565862099125)

```

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### Code example

Source: https://pypi.org/project/dieboldmariano/1.1.0

This code example demonstrates how to use the dm_test function to compare two prediction series against an actual timeseries.

```python
from dieboldmariano import dm_test
T = [10, 20, 30, 40, 50]
F = [11, 21, 29, 42, 53]
G = [13, 26, 24, 40, 59]

dm_test(T, F, G, one_sided=True)
# (-2.2229922805746782, 0.04515565862099125)
```

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