Package: pEPA 1.0
pEPA: Tests of Equal Predictive Accuracy for Panels of Forecasts
Allows to perform the tests of equal predictive accuracy for panels of forecasts. Main references: Qu et al. (2024) <doi:10.1016/j.ijforecast.2023.08.001> and Akgun et al. (2024) <doi:10.1016/j.ijforecast.2023.02.001>.
Authors:
pEPA_1.0.tar.gz
pEPA_1.0.zip(r-4.5)pEPA_1.0.zip(r-4.4)pEPA_1.0.zip(r-4.3)
pEPA_1.0.tgz(r-4.4-any)pEPA_1.0.tgz(r-4.3-any)
pEPA_1.0.tar.gz(r-4.5-noble)pEPA_1.0.tar.gz(r-4.4-noble)
pEPA_1.0.tgz(r-4.4-emscripten)pEPA_1.0.tgz(r-4.3-emscripten)
pEPA.pdf |pEPA.html✨
pEPA/json (API)
NEWS
| # Install 'pEPA' in R: |
| install.packages('pEPA', repos = c('https://kdrachal.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/kdrachal/pepa/issues
Datasets:
Last updated 4 months agofrom:7623075854. Checks:OK: 1 WARNING: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 09 2024 |
| R-4.5-win | WARNING | Nov 09 2024 |
| R-4.5-linux | WARNING | Nov 09 2024 |
| R-4.4-win | WARNING | Nov 09 2024 |
| R-4.4-mac | WARNING | Nov 09 2024 |
| R-4.3-win | WARNING | Nov 09 2024 |
| R-4.3-mac | WARNING | Nov 09 2024 |
Exports:csc.C1.testcsc.C3.testcsc.testpool_av.S1.testpool_av.S3.testpool_av.testtc.test
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Computes Test for Cross-Sectional Clusters. | csc.C1.test |
| Computes Test for Cross-Sectional Clusters. | csc.C3.test |
| Computes Test for Cross-Sectional Clusters. | csc.test |
| Sample Panel of Commodities Spot Prices. | observed |
| Computes Test for Overall Equal Predictive Ability. | pool_av.S1.test |
| Computes Test for Overall Equal Predictive Ability. | pool_av.S3.test |
| Computes Test for the Pooled Average. | pool_av.test |
| Sample Panels of Commodities Spot Prices Forecasts. | predicted |
| Computes Test for Time Clusters. | tc.test |
