[R-SIG-Finance] Tests of Conditional Predictive Ability in R

[Robert Iquiapaza]

Dear All,

Does any of you know if the CPA test (Giacomini, R. & White, H. (2006). 
"Tests of Conditional Predictive Ability." Econometrica, 74(6), 1545-1578.) 
is available in R packages? Or someone has the code for personal use that 
could share with the list? The authors have a Matlab code 
http://www.econ.ucla.edu/giacomin/Files/CPAtest.m
Any help will be appreciated.
Regards

Robert
ri2162 at columbia.edu