Calculate the difference (mean score of the reference forecast) minus (mean score of the forecast). Uncertainty is assessed by the Diebold-Mariano test for equality of predictive accuracy.

```
ScoreDiff(
scores,
scores.ref,
N.eff = NA,
conf.level = 0.95,
handle.na = "na.fail"
)
```

scores

vector of verification scores

scores.ref

vector of verification scores of the reference forecast, must be of the same length as `scores`

N.eff

user-defined effective sample size to be used in hypothesis test and for confidence bounds; if NA, the length of `scores` is used; default: NA

conf.level

confidence level for the confidence interval; default = 0.95

handle.na

how should missing values in scores vectors be handled; possible values are 'na.fail' and 'use.pairwise.complete'; default: 'na.fail'

vector with mean score difference, estimated standard error of the mean, one-sided p-value of the Diebold-Mariano test, and the user-specified confidence interval

Diebold, Mariano (1995): Comparing Predictive Accuracy. Journal of Business & Economic Statistics. https://www.jstor.org/stable/1392185

SkillScore

# NOT RUN { data(eurotempforecast) ScoreDiff(EnsCrps(ens, obs), EnsCrps(ens[, 1:2], obs)) # }