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MCS  

Model Confidence Set Procedure
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("MCS", "0.2.0")



Attach the package and use:
library("MCS")
Maintained by
Leopoldo Catania
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-11-18
Latest Update: 2017-08-04
Description:
Perform the model confidence set procedure of Hansen et al (2011) .
How to cite:
Leopoldo Catania (2014). MCS: Model Confidence Set Procedure. R package version 0.2.0, https://cran.r-project.org/web/packages/MCS. Accessed 30 Oct. 2026.
Previous versions and publish date:
0.1.0 (2014-11-18 13:49), 0.1.1 (2015-03-22 22:51), 0.1.2 (2017-07-26 23:32), 0.1.3 (2017-08-04 13:55), 0.2.0 (2026-03-19 16:40), (2026-10-19 14:30)
Other packages that cited MCS R package
View MCS citation profile
Other R packages that MCS depends, imports, suggests or enhances
Complete documentation for MCS
Functions, R codes and Examples using the MCS R package
Some associated functions: Loss . LossLevel . LossVaR . LossVol . MCS-package . MCSprocedure . SSM-class . SSM-methods . STOXXIndexesRet . 
Some associated R codes: MCS.R .  Full MCS package functions and examples
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