Package: pEPA 1.2

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:Krzysztof Drachal [aut, cre]

pEPA_1.2.tar.gz
pEPA_1.2.zip(r-4.7)pEPA_1.2.zip(r-4.6)pEPA_1.2.zip(r-4.5)
pEPA_1.2.tgz(r-4.6-x86_64)pEPA_1.2.tgz(r-4.6-arm64)pEPA_1.2.tgz(r-4.5-x86_64)pEPA_1.2.tgz(r-4.5-arm64)
pEPA_1.2.tar.gz(r-4.7-arm64)pEPA_1.2.tar.gz(r-4.7-x86_64)pEPA_1.2.tar.gz(r-4.6-arm64)pEPA_1.2.tar.gz(r-4.6-x86_64)
pEPA_1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
pEPA/json (API)

# 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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • observed - Sample Panel of Commodities Spot Prices.
  • predicted - Sample Panels of Commodities Spot Prices Forecasts.

On CRAN:

Conda:

openblascpp

2.38 score 1 stars 24 scripts 253 downloads 7 exports 2 dependencies

Last updated from:0131c8697b. Checks:11 WARNING, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64WARNING129
linux-devel-x86_64WARNING113
source / vignettesOK172
linux-release-arm64WARNING128
linux-release-x86_64WARNING111
macos-release-arm64WARNING116
macos-release-x86_64WARNING262
macos-oldrel-arm64WARNING165
macos-oldrel-x86_64WARNING261
windows-develWARNING104
windows-releaseWARNING109
windows-oldrelWARNING130
wasm-releaseOK133

Exports:csc.C1.testcsc.C3.testcsc.testpool_av.S1.testpool_av.S3.testpool_av.testtc.test

Dependencies:RcppRcppArmadillo