Other packages > Find by keyword >

EncompassTest  

Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test
View on CRAN: Click here


Download and install EncompassTest package within the R console
Install from CRAN:
install.packages("EncompassTest")

Install from Github:
library("remotes")
install_github("cran/EncompassTest")

Install by package version:
library("remotes")
install_version("EncompassTest", "0.22")



Attach the package and use:
library("EncompassTest")
Maintained by
Rong Peng
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-19
Latest Update: 2024-02-19
Description:
The encompassing test is developed based on multi-step-ahead predictions of two nested models as in Pitarakis, J. (2023) . The statistics are standardised to a normal distribution, and the null hypothesis is that the larger model contains no additional useful information. P-values will be provided in the output.
How to cite:
Rong Peng (2024). EncompassTest: Direct Multi-Step Forecast Based Comparison of Nested Models via an Encompassing Test. R package version 0.22, https://cran.r-project.org/web/packages/EncompassTest. Accessed 06 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited EncompassTest R package
View EncompassTest citation profile
Other R packages that EncompassTest depends, imports, suggests or enhances
Complete documentation for EncompassTest
Functions, R codes and Examples using the EncompassTest R package
Full EncompassTest package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

datawizard  
Easy Data Wrangling and Statistical Transformations
A lightweight package to assist in key steps involved in any data analysis workflow: (1) wrangling ...
Download / Learn more Package Citations See dependency  
sSDR  
Tools Developed for Structured Sufficient Dimension Reduction (sSDR)
Performs structured OLS (sOLS) and structured SIR (sSIR). ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
geoR  
Analysis of Geostatistical Data
Geostatistical analysis including variogram-based, likelihood-based and Bayesian methods. Software c ...
Download / Learn more Package Citations See dependency  
selectapref  
Analysis of Field and Laboratory Foraging
Provides indices such as Manly's alpha, foraging ratio, and Ivlev's selectivity to allow for analysi ...
Download / Learn more Package Citations See dependency  
AcrossTic  
A Cost-Minimal Regular Spanning Subgraph with TreeClust
Construct minimum-cost regular spanning subgraph as part of a non-parametric two-sample test for eq ...
Download / Learn more Package Citations See dependency  

27,372

R Packages

233,548

Dependencies

72,820

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA