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Perform the model confidence set procedure of Hansen et al (2011) <doi:10.3982/ECTA5771>.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.0.1) |
| Imports: | methods |
| Published: | 2017-08-04 |
| DOI: | 10.32614/CRAN.package.MCS |
| Author: | Leopoldo Catania & Mauro Bernardi |
| Maintainer: | Leopoldo Catania <leopoldo.catania at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | MCS results |
| Reference manual: | MCS.pdf |
| Package source: | MCS_0.1.3.tar.gz |
| Windows binaries: | r-devel: MCS_0.1.3.zip, r-release: MCS_0.1.3.zip, r-oldrel: MCS_0.1.3.zip |
| macOS binaries: | r-release (arm64): MCS_0.1.3.tgz, r-oldrel (arm64): MCS_0.1.3.tgz, r-release (x86_64): MCS_0.1.3.tgz, r-oldrel (x86_64): MCS_0.1.3.tgz |
| Old sources: | MCS archive |
| Reverse imports: | EEML |
| Reverse suggests: | BigVAR, sentometrics |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.