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-4.5)pEPA_1.2.zip(r-4.4)pEPA_1.2.zip(r-4.3)
pEPA_1.2.tgz(r-4.5-x86_64)pEPA_1.2.tgz(r-4.5-arm64)pEPA_1.2.tgz(r-4.4-x86_64)pEPA_1.2.tgz(r-4.4-arm64)pEPA_1.2.tgz(r-4.3-x86_64)pEPA_1.2.tgz(r-4.3-arm64)
pEPA_1.2.tar.gz(r-4.5-noble)pEPA_1.2.tar.gz(r-4.4-noble)
pEPA_1.2.tgz(r-4.4-emscripten)pEPA_1.2.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

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

2.86 score 1 stars 24 scripts 240 downloads 7 exports 2 dependencies

Last updated 21 days agofrom:0131c8697b. Checks:1 OK, 11 WARNING. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 09 2025
R-4.5-win-x86_64WARNINGMar 09 2025
R-4.5-mac-x86_64WARNINGMar 09 2025
R-4.5-mac-aarch64WARNINGMar 09 2025
R-4.5-linux-x86_64WARNINGMar 09 2025
R-4.4-win-x86_64WARNINGMar 09 2025
R-4.4-mac-x86_64WARNINGMar 09 2025
R-4.4-mac-aarch64WARNINGMar 09 2025
R-4.4-linux-x86_64WARNINGMar 09 2025
R-4.3-win-x86_64WARNINGMar 09 2025
R-4.3-mac-x86_64WARNINGMar 09 2025
R-4.3-mac-aarch64WARNINGMar 09 2025

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

Dependencies:RcppRcppArmadillo