R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
ForeComp
View on CRAN: Click
here
Download and install ForeComp package within the R console
Install from CRAN:
install.packages("ForeComp")
Install from Github:
library("remotes")
install_github("cran/ForeComp") Install by package version:
library("remotes")
install_version("ForeComp", "0.9.0") Attach the package and use:
library("ForeComp")
Maintained by
Minchul Shin
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-09-05
Latest Update: 2023-09-05
Description:
Offers a set of tools for visualizing and analyzing size and power properties of the test for equal predictive accuracy, the Diebold-Mariano test that is based on heteroskedasticity and autocorrelation-robust (HAR) inference. A typical HAR inference is involved with non-parametric estimation of the long-run variance, and one of its tuning parameters, the truncation parameter, trades off a size and power. Lazarus, Lewis, and Stock (2021) theoretically characterize the size-power frontier for the Gaussian multivariate location model. 'ForeComp' computes and visualizes the finite-sample size-power frontier of the Diebold-Mariano test based on fixed-b asymptotics together with the Bartlett kernel. To compute the finite-sample size and power, it works with the best approximating ARMA process to the given dataset. It informs the user how their choice of the truncation parameter performs and how robust the testing outcomes are.
How to cite:
Minchul Shin (2023). ForeComp: Size-Power Tradeoff Visualization for Equal Predictive Ability of Two Forecasts. R package version 0.9.0, https://cran.r-project.org/web/packages/ForeComp. Accessed 04 Jul. 2026.
Previous versions and publish date:
0.9.0 (2023-09-05 22:30)
Other packages that cited ForeComp R package
View ForeComp citation profile
Other R packages that ForeComp depends,
imports, suggests or enhances
Complete documentation for ForeComp
Functions, R codes and Examples using
the ForeComp R package
Full ForeComp package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
PELVIS
An R-Shiny application implementing a method of sexing the human os coxae based on logistic regressi ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Frédéric Santos (view profile)
missCompare
Offers a convenient pipeline to test and compare various missing data
imputation algorithms on simu ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Tibor V. Varga (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
multiwayvcov
Exports two functions implementing
multi-way clustering using the method suggested by Cameron, Gelb ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Nathaniel Graham (view profile)
musica
Provides functions allowing for (1) easy aggregation of multivariate time series into custom time sc ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Martin Hanel (view profile)
SurvCorr
Estimates correlation coefficients with associated confidence limits for bivariate, partially censo ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Georg Heinze (view profile)
27,653
R Packages
236,180
Dependencies
73,674
Author Associations
27,536
Publication Badges
