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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>.

Version: 1.0
Depends: R (≥ 2.10)
Published: 2024-07-09
DOI: 10.32614/CRAN.package.pEPA
Author: Krzysztof Drachal [aut, cre] (Faculty of Economic Sciences, University of Warsaw, Poland)
Maintainer: Krzysztof Drachal <kdrachal at wne.uw.edu.pl>
License: GPL-3
URL: https://CRAN.R-project.org/package=pEPA
NeedsCompilation: no
Citation: pEPA citation info
Materials: NEWS
CRAN checks: pEPA results

Documentation:

Reference manual: pEPA.pdf

Downloads:

Package source: pEPA_1.0.tar.gz
Windows binaries: r-devel: pEPA_1.0.zip, r-release: pEPA_1.0.zip, r-oldrel: pEPA_1.0.zip
macOS binaries: r-release (arm64): pEPA_1.0.tgz, r-oldrel (arm64): pEPA_1.0.tgz, r-release (x86_64): pEPA_1.0.tgz, r-oldrel (x86_64): pEPA_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=pEPA to link to this page.

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.