implement modified diebold mariano test #22
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I've migrated across the DM test stat code that Rob wrote with some small updates to make it consistent with Note that I've added statsmodel as a required python package. I still need to write up a tutorial notebook. |
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Notebook tutorial added. |
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tennlee
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Jul 24, 2023
tennlee
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HCookie
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FYI @tennlee , I've updated the Github actions here to also run unit tests on the develop branch (they were only running on main) |
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tennlee
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Aug 24, 2023
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@tennlee Can this be merged? |
- Stripped to barestbones - Run all tests, all still succeed
Bring back Python 3.10 and 3.11 Leave Python 3.9 in the mix for the future
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Thanks for that review @tennlee, I've made some updates based on your feedback |
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* implement modified diebold mariano test * added dm test stat tutorial notebook * Implement the `acovf` function from `statsmodels` * updated github actions to run tests on develop branch * Add copyright from statsmodel * Improve keyword matching in exclude statements for pyproject.toml * added warning for dm tests if there are NaNs --------- Co-authored-by: nicholas loveday <nicholas.loveday@bom.gov.au> Co-authored-by: Harrison Cook <harrison.cook@bom.gov.au> Co-authored-by: Tennessee Leeuwenburg <tennessee.leeuwenburg@bom.gov.au>
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