An R library to conduct out-of-sample comparisons
R
Latest commit 15841ad Feb 1, 2016 Gray Calhoun Gray Calhoun Fix error in `mixedwindow` function with just one alternative
The previous version of `mixedwindow` calls `diag` to get the
denominators of the mixed-window oos statistic. This is a problem
if the denominator is a scalar! This commit adds code to check
whether we are dealing with a matrix before calling diag.

This commit addresses and should close #4.

README

Installation
------------

This package can be installed as usual:

[sudo] R CMD INSTALL oosanalysis-R-library

from the parent directory.

License and copying
-------------------

Copyright (c) 2011-2015, Gray Calhoun.

All of the code in this directory is licensed under the
[MIT "Expat" License](http://opensource.org/licenses/MIT):

> Permission is hereby granted, free of charge, to any person
> obtaining a copy of this software and associated documentation
> files (the "Software"), to deal in the Software without
> restriction, including without limitation the rights to use, copy,
> modify, merge, publish, distribute, sublicense, and/or sell copies
> of the Software, and to permit persons to whom the Software is
> furnished to do so, subject to the following conditions:
>
> The above copyright notice and this permission notice shall be
> included in all copies or substantial portions of the Software.
>
> THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
> EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
> MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
> NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS
> BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN
> ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
> CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
> SOFTWARE.

Errors and contact information
------------------------------

Please let me know if you find errors. You can email <gray@clhn.org>
or file an issue at
<https://github.com/grayclhn/oosanalysis-R-library/issues>. Thanks!