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

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