_            _    _        _         _
      /\ \         /\ \ /\ \     /\_\      / /\
      \_\ \       /  \ \\ \ \   / / /     / /  \
      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
 / / /      / / /___/ / /     \ \ \ /_/\__/ / /
/_/ /      / / /____\/ /       \ \_\\ \/___/ /
\_\/       \/_________/         \/_/ \_____\/
r-mcs 0.2.1
Channel: guix-cran
Location: guix-cran/packages/m.scm (guix-cran packages m)
Home page: https://cran.r-project.org/package=MCS
Licenses: GPL 2
Build system: r
Synopsis: Model Confidence Set Procedure
Description:

This package implements the Model Confidence Set procedure of Hansen, Lunde and Nason (2011) <doi:10.3982/ECTA5771> using bootstrap tests of equal predictive ability. Includes loss functions for level, volatility and quantile forecasts.

Total packages: 1