Metadata-Version: 2.1
Name: diebold-mariano-test
Version: 0.0.8
Summary: Diebold Mariano test
Home-page: https://github.com/echosun1996/DieboldMarianoTest
Author: echosun
Author-email: echosun1996@126.com
License: UNKNOWN
Description: # Diebold Mariano Test 工具包
        
        ![Python package](https://github.com/echosun1996/DieboldMarianoTest/workflows/Python%20package/badge.svg)
        ![PyPI version](https://badge.fury.io/py/diebold-mariano-test.svg)
        ![Python](https://img.shields.io/pypi/pyversions/diebold-mariano-test.svg?style=plastic)
        
        ## 特点
        通过DM检验的结果，可以判别任意两类算法的预测结果是否存在差异性。
        
        ## 安装
        
        ```bash
        pip install diebold-mariano-test
        ```
        
        ## 更新
        
        ```bash
        pip install --upgrade diebold-mariano-test
        ```
        
        ## 使用说明
        
        ```bash
        >>> # 导入包
        >>> from diebold_mariano_test import *
        
        >>> ori_list = [3, 5, 4, 1]  # 原始时间序列数据
        >>> a1_list = [2, 3, 4, 2]  # 预测算法一得到的时间序列数据
        >>> a2_list = [3, 2, 2, 4]  # 预测算法二得到的时间序列数据
        
        >>> # 使用MSE方法计算 Diebold-Mariano Test.
        >>> d_t_list = cul_d_t(MSE, ori_list, a1_list, a2_list)
        >>> print(d_t_list)  # 输出中间变量d_t的数值。 
        [1, -4, -8, -16]
        >>> cul_DM(d_t_list)  # 输出结果
        -2.254898764780173
        >>> cul_P(d_t_list) # 输出伴随的P值
        0.024139683878213303
        
        >>> # 使用MAE方法计算 Diebold-Mariano Test.
        >>> d_t_list = cul_d_t(MAE, ori_list, a1_list, a2_list)
        >>> print(d_t_list)  # 输出中间变量d_t的数值。 
        [1, 0, -2, -4]
        >>> cul_DM(d_t_list)  # 输出结果
        -1.4213381090374029
        >>> cul_P(d_t_list) # 输出伴随的P值
        0.155218489684684
        ``` 
        
        ## 说明
        
        项目发布于PyPI：[单击访问](https://pypi.org/project/diebold-mariano-test/) 
        
        本模块尚不完善，有任何相关问题或建议，欢迎在本项目的github页面中提交issue: [单击访问](https://github.com/echosun1996/DieboldMarianoTest)
        
        # License
        GNU General Public License v3.0
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: License :: OSI Approved :: GNU General Public License v3 (GPLv3)
Classifier: Operating System :: OS Independent
Requires-Python: >=3.5
Description-Content-Type: text/markdown
