multDM

1.1.5

Multivariate Version of the Diebold-Mariano Test

0packages depend

8.3Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Krzysztof DrachalFirst published 2018-05-187 releasesCRAN page ↗

Allows to perform the multivariate version of the Diebold-Mariano test for equal predictive ability of multiple forecast comparison. Main reference: Mariano, R.S., Preve, D. (2012) doi:10.1016/j.jeconom.2012.01.014.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("multDM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-multdm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-multDM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.4 min · r-devel-linux-x86_64-fedora-clang

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

8.3K

CRAN downloads in the past year

Rank #4,882 · ~23/day · ~689/mo

multDM Releases R versions

Daily download trend is not available in this view yet.

39130 days

1.9K90 days

8.3K1 year

Compare downloads with other packages →

Also on86 r2u20 autocran80 c2d4u

Dependencies

Declared dependencies

1 external dependency (excludes base and recommended)

Depends (0)

none

Imports (1)

MTS

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Krzysztof Drachal

Author, Maintainer

Authors (1)

Krzysztof Drachal

Author, Maintainer

Package Timeline

7 releases. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.1.5Latest
2025-03-08 · current release · diff ↗
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
1.1.4
2022-06-09 · diff ↗
unarchivedReturned to CRAN
2022-06-09
R
R 4.2.0 released · 2022-04-22
archivedRemoved from CRAN
2022-03-31
requires archived package 'MTS'
R
R 4.1.0 released · 2021-05-18
1.1.3
2020-06-13 · diff ↗
1.1.2
2020-05-07 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.1.1
2020-03-28 · diff ↗
1.1
2020-03-26 · diff ↗
R
R 3.6.0 released · 2019-04-26

Show 2 earlier events

1.0
2018-05-18
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-05-18
Total releases: 7 / 8 yrs
License: GPL-3 OSI
Download size: 176 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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