Other packages > Find by keyword >

PredictorSelect  

Out-of-Sample Predictability in Predictive Regressions with Many Predictor Candidates
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("PredictorSelect", "0.1.0")



Attach the package and use:
library("PredictorSelect")
Maintained by
Rong Peng
[Scholar Profile | Author Map]
First Published: 2024-06-10
Latest Update: 2024-06-10
Description:
Consider a linear predictive regression setting with a potentially large set of candidate predictors. This work is concerned with detecting the presence of out of sample predictability based on out of sample mean squared error comparisons given in Gonzalo and Pitarakis (2023) <doi:10.1016/j.ijforecast.2023.10.005>.
How to cite:
Rong Peng (2024). PredictorSelect: Out-of-Sample Predictability in Predictive Regressions with Many Predictor Candidates. R package version 0.1.0, https://cran.r-project.org/web/packages/PredictorSelect. Accessed 07 Apr. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited PredictorSelect R package
View PredictorSelect citation profile
Other R packages that PredictorSelect depends, imports, suggests or enhances
Complete documentation for PredictorSelect
Functions, R codes and Examples using the PredictorSelect R package
Full PredictorSelect package functions and examples
Downloads during the last 30 days
03/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/0104/0204/0304/0404/0504/06Downloads for PredictorSelect05101520253035404550TrendBars

Today's Hot Picks in Authors and Packages

ASMap  
Linkage Map Construction using the MSTmap Algorithm
Functions for Accurate and Speedy linkage map construction, manipulation and diagnosis of Doubled Ha ...
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  
nutriNetwork  
Structure Learning with Copula Graphical Model
Statistical tool for learning the structure of direct associations among variables for continuous d ...
Download / Learn more Package Citations See dependency  
MetaAnalyser  
An Interactive Visualisation of Meta-Analysis as a Physical Weighing Machine
An interactive application to visualise meta-analysis data as a physical weighing machine. The inte ...
Download / Learn more Package Citations See dependency  
letsR  
Data Handling and Analysis in Macroecology
Handling, processing, and analyzing geographic data on species' distributions and environmental var ...
Download / Learn more Package Citations See dependency  
probout  
Unsupervised Multivariate Outlier Probabilities for Large Datasets
Estimates unsupervised outlier probabilities for multivariate numeric data with many observations fr ...
Download / Learn more Package Citations See dependency  

24,012

R Packages

207,311

Dependencies

64,867

Author Associations

24,013

Publication Badges

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