model-confidence-set
model-confidence-set provides a Python implementation of the Model Confidence Set (MCS) procedure (Hansen, Lunde, and Nason, 2011), a statistical method for comparing and selecting models based on th…
Installation
In a virtualenv (see these instructions if you need to create one):
pip3 install model-confidence-set
Releases
| Version | Released | Bullseye Python 3.9 |
Bookworm Python 3.11 |
Files |
|---|---|---|---|---|
| 0.1.3 | 2024-10-21 | |||
| 0.1.2 | 2024-10-09 | |||
| 0.1.1 | 2024-03-12 | |||
| 0.1.0 | 2024-02-29 | |||
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